Recent Publications:
- "Stochastic Calculus for Fractional Brownian Motion I. Theory"
(with T. Duncan, Y. Hu). [pdf]
- "Distributed Parameter Systems with a Multiplicative Fractional
Gaussian Noise" (with T. Duncan), submitted for the Proceedings
of 2005 IFAC Congress. [pdf]
- "Making Connections with Stochastic Modeling," Proc.
of the 10th IEEE International Conference on Methods and Models in Automation
and Robotics, Miedzyzdroje, Poland, September 17-23, 2004. [pdf]
- Editor of the Proceedings of the Workshop on Stochastic Theory
and Control, LNCIS Vol. 280, (2002), Springer-Verlag Berlin Heidelberg.
- "Random Walk Around the Problems in Identification and Adaptive
Control of Stochastic Systems," Proc. of the 9th IEEE International
Conference on Methods and Models in Automation and Robotics, Miedzyzdroje,
Poland, 17-25. [pdf]
- Editor of the Special Issue on the Stochastic Control Methods in Financial
Engineering, IEEE Transactions on Automatic Control, March,
2004. [Article
Online]
- "Random Walk Around Some Problems in Identification and Stochastic
Adaptive Control with Application to Finance," Proc. of AMS-
SIAM of the Workshop on Mathematics of Finance, Utah, Lectures
in Applied Mathematics, 2004. [pdf]
- "Ergodic and adaptive control of hidden Markov models" (with
T. Duncan and L. Stettner ) submitted for publication. [pdf]
- " An approach to ergodic and adaptive control of hidden Markov
models" (with T. Duncan and L.Stettner ), Proc. 41st Conference
on Decision and Control, Las Vegas 2002, 1369- 1374.
- "EEG Ocular Artifact Removal Through ARMAX Model System Identification
Using Extended Least Square," with S.Haas, M.Frei, and I.Osorio),
Communications in Information and Systems 3, No.1 ( 2003).
- "Robust maximum principle for minimax linear quadratic problem"
( with A.Poznyak, T.Duncan, and V. Boltyanski) , Int. J. Control
75 ( 2002), 1054-1065.
- "Adaptive Control of Continuous Time Stochastic Systems"
(with T. Duncan), J. Adapt. Control Signal Process, 16 (2002),
327-340. [pdf]
- "Fractional Brownian Motion and Identification for Linear Stochastic
Systems" (with T. Duncan), Proc. 10th Mediterranean Conf. Automation
and Control, Lisbon, Portugal, July 2002. [pdf]
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