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Modeling and Estimation of Discrete-Time Reciprocal Processes via Probabilistic Graphical Models


May 13, 2016
Francesca Paola Carli

* 31 pages 

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On the Geometry of Message Passing Algorithms for Gaussian Reciprocal Processes


Apr 06, 2016
Francesca Paola Carli

* Proc. of the 55th IEEE Conference on Decision and Control (CDC 2016) 
* 15 pages; Typos corrected; This paper introduces belief propagation for Gaussian reciprocal processes and extends the convergence analysis in arXiv:1603.04419 to the Gaussian case 

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Maximum Entropy Kernels for System Identification


Jan 15, 2016
Francesca Paola Carli, Tianshi Chen, Lennart Ljung

* Extends results of 2014 IEEE MSC Conference Proceedings (arXiv:1406.5706) 

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On the Projective Geometry of Kalman Filter


Oct 07, 2015
Francesca Paola Carli, Rodolphe Sepulchre

* Proc. of the 54th IEEE Conference on Decision and Control (CDC 2015) 
* 6 pages 

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On the Maximum Entropy Property of the First-Order Stable Spline Kernel and its Implications


Sep 21, 2014
Francesca Paola Carli

* 12 pages. In 2014 IEEE Multi-conference on Systems and Control. IEEE, 2014 

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