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03/30/2016
On the Geometry of Message Passing Algorithms for Gaussian Reciprocal Processes
Reciprocal processes are acausal generalizations of Markov processes int...
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03/14/2016
Modeling and Estimation of Discrete-Time Reciprocal Processes via Probabilistic Graphical Models
Reciprocal processes are acausal generalizations of Markov processes int...
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03/31/2015
On the Projective Geometry of Kalman Filter
Convergence of the Kalman filter is best analyzed by studying the contra...
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11/20/2014
Maximum Entropy Kernels for System Identification
A new nonparametric approach for system identification has been recently...
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06/22/2014