SZTAKI: Personal information: László Gerencsér

László Gerencsér, doctor of HAS, research advisor: Address: 1111 Budapest, Kende u. 13-17.
Room number: K 420
Phone: +36 1 279 6138
E-mail: gerencser.laszloEZT_TOROLJE_KI@EZT_TOROLJE_KIsztaki.mta.hu
Homepage: http://www.sztaki.hu/~gerencs
Department: Systems and Control Lab

László Gerencsér received his M.Sc. and doctorate degree in mathematics at the Eötvös Loránd University (ELTE), Budapest, Hungary in 1969 and 1970, respectively. Since 1970 he has been with
MTA SZTAKI (the Computer and Automation Institute of the Hungarian Academy of Sciences), where he is currently heading the Stochastic Systems Reserach Group. He held a one year visiting position at the Department of Mathematics, Chalmers University of Technology, Göteborg, Sweden, in 1986. From 1998 to 1991 he had been a visiting professor at the Department of Electrical Engineering, McGill University Montreal, Quebec, Canada. From 1997 to 2001 he had held a Széchenyi Professorship with the Eötvös Loránd University, Budapest, Hungary. In the period 1998 to 2002 he was a member of the Conference Editorial Board of the IEEE Control Systems Society. In the period from 1998 to 2004 he was an associate editor for the SIAM Journal of Control and Optimization. From 2001 to 2004 he was an associate editor for the IEEE Transactions on Automatic Control. In recognition of his research activity the title Doctor of the Hungarian Academy of Sciences (in mathematics) has been awarded to him in 1999. For his work in SPSA (simultaneous perturbation stochastic approximation) he received the Hart Prize for Independent Research from The Johns Hopkins University in 2002. His main recent current research interests include: hidden Markov models, stochastic adaptive control, randomization methods in optimization, and financial mathematics. He has joined the Systems and Control Laboratory in 2012. His main cooperative activity is the design of robust controllers using probabilistic constraints.

Publications

[order by time] [order by categories ]

Identification of hidden Markov models - uniform LLN-s: Authors: Gerencsér, László; Molnár-Sáska, Gábor
Editor: Chiuso, Alessandro; Ferrante, Augusto; Pinzoni, Stefano
Date: 2007.
Published by: Modeling, estimation and control. Festschrift in honor of Giorgio Picci on the occasion of his sixty-fifth birthday. (Lecture notes in control and information sciences 364.) (Page: 1)

Input design

Adaptive input design for ARX systems: Authors: Gerencsér, László; Martensson, Jonas; Hjalmarsson, Hakan
Date: 2007.
Published by: ECC 2007. Proceedings of the European control conference. Kos, 2007. (Page: 5)

Point-processes

Self-exciting point processes with applications in finance and medicine: Authors: Gerencsér, László; Matias, Catherine; Vágó, Zsuzsa; Torma, Balázs; Weiss, Béla
Date: 2008.
Published by: Eighteenth International Symposium on Mathematical Theory of Networks and Systems (MTNS2008), Virginia Tech, Blacksburg, Virginia, USA, July 28-August 1, 2008 (Page: C)

Product of random matrices

Stability of block-triangular stationary random matrices: Authors: Gerencsér, László; Michaletzky, György; Orlovits, Zsanett
Date: 2008.
Published by: Systems and Control Letters (Page: 6)

Lq-stability of products of block-triangular stationary random matrices: Authors: Gerencsér, László; Orlovits, Zsanett
Date: 2008.
Published by: Acta Scientiarum Mathematicarum (Page: 9)

Recursive estimation

Almost sure convergence of the BMP scheme with resetting: Authors: Gerencsér, László; Mátyás, Zalán
Date: 2007.
Published by: ECC 2007. Proceedings of the European control conference. Kos, 2007. (Page: 4)

Almost sure and Lq-convergence of the re-initialized BMP scheme: Authors: Gerencsér, László; Mátyás, Zalán
Date: 2007.
Published by: CDC 2007. Proceedings of the 46th IEEE conference on decision and control. New Orleans, 2007. (Page: 9)

The magic of SPSA: Authors: Gerencsér, László; Vágó, Zs.; Hill, S. D.
Date: 2008.
Published by: PAMM - Proceedings in Applied Mathematics and Mechanics (Page: 1)

Stability of hybrid linear stochastic systems - a technical tool in recursive identification: Authors: Gerencsér, László; Prokaj, Vilmos
Date: 2008.
Published by: Proc. of the Eighteenth International symposium on Mathematical Theory of Networks and Systems (MTNS2008), Virginia Tech, Blacksburg, Virginia, USA, July 28-August 1, 2008 (Page: C)

stochastic adaptive control

A representation theorem for the error of recursive estimators: Authors: Gerencsér, László
Date: 2006.
Published by: CDC 2006. 45th IEEE conference on decision and control. San Diego, 2006. (Page: 3)

A representation theorem for the error of recursive estimators: Authors: Gerencsér, László
Date: 2006.
Published by: SIAM Journal on Control and Optimization (Page: 2)

A representation theorem for the error of recursive estimators: Authors: Gerencsér, László
Date: 1992.
Published by: Decision and control Vol. 2. Proceedings of the 31st IEEE conference, Tucson, 1992 (Page: 2)

Stochastic adaptive control

A behavioral stock market model: Authors: Gerencsér, László; Mátyás, Zalán
Date: 2008.
Published by: Mathematical Methods of Operations Research (Page: 4)

Publication without a category

New methods for the statistical analysis of Hidden Markov models: Authors: Gerencsér, László; Molnár-Sáska, Gábor; Michaletzky, György; Tusnády, G.; Vágó, ZS
Date: 2002.
Published by: Proceedings of the 41st IEEE conference on decision and control. Las Vegas (Page: 2)

Evaluation of a new signal processing approach of high-resolution BSPM: Authors: Kozmann, GY; Haraszti, K.; Gerencsér, László; Vágó, ZS
Date: 2002.
Published by: INTERNATIONAL JOURNAL OF BIOELECTROMAGNETISM (Page: 1)

Randomization methods in optimization and adaptive control: Authors: Gerencsér, László; Vágó, ZS; Hjalmarsson, H.
Editor: Pasik-Duncan, B
Date: 2002.
Published by: Stochastic theory and control. Proceedings of a workshop. Lawrence (Lecture notes in control and information sciences 280) (Page: 1)

Randomized iterative feedback tuning: Authors: Gerencsér, László; Vágó, ZS; Hjalmarsson, H.
Editor: Camacho, EF; Basanez, L; de la Puente, JA
Date: 2002.
Published by: 15th triennial world congress of the International Federation of Automatic Control. Barcelona

Rejtett Markov modellek III. [Oktatási segédlet]: Authors: Gerencsér, László; Molnár-Sáska, Gábor; Michaletzky, György; Tusnády, G.; Vágó, ZS
Date: 2002.
Published by: Rejtett Markov modellek III. [Oktatási segédlet]

Rejtett Markov modellek II. [Oktatási segédlet]: Authors: Gerencsér, László; Molnár-Sáska, Gábor; Michaletzky, György; Tusnády, G.; Vágó, ZS
Date: 2002.
Published by: Rejtett Markov modellek II. [Oktatási segédlet]

Discrete optimization, SPSA and Markov Chain Monte Carlo methods: Authors: Gerencsér, László; Hill, SD; Vágó, ZS
Date: 2002.
Published by: Proceedings of the 41st IEEE conference on decision and control. Las Vegas (Page: 2)

Bibo stability of switching systems: Authors: Michaletzky, György; Gerencsér, László
Date: 2002.
Published by: IEEE TRANSACTIONS ON AUTOMATIC CONTROL (Page: 1)

Risk sensitive identification of ARMA processes: Authors: Gerencsér, László; Michaletzky, György
Date: 2003.
Published by: LECTURE NOTES IN CONTROL AND INFORMATION SCIENCES (Page: 1)

Rendszerelmélet IV. [Oktatási segédlet]: Authors: Gerencsér, László; Mátyás, Z.
Date: 2003.
Published by: Rendszerelmélet IV. [Oktatási segédlet]

Sztochasztikus rendszerek statisztikai elemzése. [Oktatási segédlet]: Authors: Gerencsér, László; Mátyás, Z.
Date: 2003.
Published by: Sztochasztikus rendszerek statisztikai elemzése. [Oktatási segédlet]

A behavioral feedback model for financial markets: Authors: Gerencsér, László; Mátyás, Z.
Date: 2003.
Published by: Proceedings of the 11th IEEE Mediterranean Conference on Control and Automation, MED 2003, Rhodes

A prediction-based behavioral model for financial markets: Authors: Gerencsér, László; Mátyás, Z.
Date: 2003.
Published by: European control conference. ECC-2003. Cambridge, 2003

Risk sensitive identification of ARMA processes. (TRITA/MAT-02-OS04): Authors: Gerencsér, László; Michaletzky, György; Vágó, ZS
Date: 2002.
Published by: Risk sensitive identification of ARMA processes. (TRITA/MAT-02-OS04)

Stability of random iterative mappings: Authors: Gerencsér, László
Editor: Dror, M; L'Ecuyer, P; Szidarovszky, F
Date: 2002.
Published by: Modeling uncertainty. An examination of stochastic theory, methods, and applications. (International series in operations research and management science 46) (Page: 3)

The mathematics of noise-free SPSA: Authors: Gerencsér, László; Vágó, ZS
Date: 2001.
Published by: Proceedings of the 40th IEEE conference on decision and control. Orlando, 2001. (Page: 4)

Rejtett Markov modellek. Egyetemi jegyzet. (Hidden Markov models. Lecture Notes): Authors: Gerencsér, László; Michaletzky, György; Molnár-Sáska, Gábor; Vágó, ZS
Date: 2001.
Published by: Rejtett Markov modellek. Egyetemi jegyzet. (Hidden Markov models. Lecture Notes)

A stochastic approximation method for noise-free optimization: Authors: Gerencsér, László; Vágó, ZS
Date: 2001.
Published by: ECC 2001. Proceedings of the European control conference. Porto, 2001. (Page: 1)

SPSA in noise free optimization: Authors: Gerencsér, László; Vágó, Z.
Date: 2000.
Published by: Proceedings of the American control conference. Chicago, 2000. (Page: 3)

A recursive randomized EM-algorithm, for estimation under quantization error: Authors: Finesso, L.; Gerencsér, László; Kmecs, I.
Date: 2000.
Published by: Proceedings of the American control conference. Chicago, 2000. (Page: 7)

Input-output properties of the Page-Hinkley detector: Authors: Gerencsér, László; Prosdocimi, Cecila
Date: 2011.
Published by: Systems and Control Letters (Page: 4)

Discrete optimization via SPSA. ( Working paper of the Laboratory of Operations Research and Decision Systems, (LORDS) WP 2001-7.): Authors: Gerencsér, László; Hill, SD; Vágó, ZS
Date: 2001.
Published by: Discrete optimization via SPSA. ( Working paper of the Laboratory of Operations Research and Decision Systems, (LORDS) WP 2001-7.)

A new method for the analysis of hidden Markov model estimates: Authors: Gerencsér, László; Molnár-Sáska, Gábor
Editor: Camacho, EF; Basanez, L; de la Puente, JA
Date: 2002.
Published by: 15th triennial world congress of the International Federation of Automatic Control. Barcelona

Two-step estimation of misspecified, non-Gaussian ARMA-processes: Authors: Gerencsér, László; Michaletzky, György; Reppa, Z.
Date: 2002.
Published by: Proceedings of the 41st IEEE conference on decision and control. Las Vegas (Page: 1)

A two-step maximum-likelihood identification of non-Gaussian systems: Authors: Gerencsér, László; Michaletzky, György; Reppa, Z.
Editor: Camacho, EF; Basanez, L; de la Puente, JA
Date: 2002.
Published by: 15th triennial world congress of the International Federation of Automatic Control. Barcelona

The use of the SPSA method in ECG analysis: Authors: Gerencsér, László; Kozmann, GY; Vágó, ZS; Haraszti, K.
Date: 2002.
Published by: IEEE TRANSACTIONS ON BIOMEDICAL ENGINEERING (Page: 1)

Discrete optimization via SPSA: Authors: Gerencsér, László; Hill, SD; Vágó, ZS
Date: 2001.
Published by: ACC 2001. Proceedings of the American Control Conference. Arlington, 2001. (Page: 1)

Rejtett Markov modellek III. [Oktatási segédlet]: Authors: Gerencsér, László; Michaletzky, György; Molnár-Sáska, Gábor; Tusnády, G.; Vágó, ZS
Date: 2003.
Published by: Rejtett Markov modellek III. [Oktatási segédlet]

Non-smooth optimization with randomization: Authors: Gerencsér, László; Vágó, ZS
Editor: Giannessi, F; Pardalos, P; Rapcsák, T
Date: 2001.
Published by: Optimization theory. Recent development from Mátraháza. (Applied optimization, 59.) (Page: 1)

Quantization with adaptation - estimation of Gaussian linear models: Authors: Gerencsér, László; Kmecs, Ildikó; Torma, Balázs
Date: 2008.
Published by: Communications in Information and Systems (Page: 2)

Consistent estimation of real NMP zeros in stable LTI systems of arbitrary complexity: Authors: Rojas, C. R.; Hjalmarsson, H.; Gerencsér, László; Martensson, J.
Date: 2009. 07. 06.
Published by: SYSID 2009. 15th IFAC symposium on system identification. Preprints. Saint-Malo, 2009. (Page: 9)

System Theory IV. Part I. (Lecture Notes): Authors: Gerencsér, László; Orlovits, Zsanett
Date: 2006.

Adaptive input design in system identification: Authors: Gerencsér, László; Hjalmarsson, H.
Date: 2005.
Published by: CDCâ��05-ECC'05. Proceedings of the 44th IEEE conference on decision and control, and the European control conference 2005. Seville, 2005. (Page: 4)

Discrete stochastic approximation via simultaneous difference approximations: Authors: Hill, SD; Gerencsér, László; Vágó, ZS
Date: 2005.
Published by: Proceedings of the 2005 American control conference. Portland, 2005. (Page: 3)

Recursive identification of continuous-time linear stochastic systems - convergence w.p.1 and in Lq: Authors: Gerencsér, László; Prokaj, Vilmos
Date: 2009. 08. 23.
Published by: ECC 2009. Proceedings of the European control conference 2009. Budapest, 2009. (Page: 1)

Stability of a class of hybrid linear stochastic systems: Authors: Gerencsér, László; Prokaj, Vilmos
Date: 2010.
Published by: IEEE Transactions on Automatic Control (Page: 1)

An adaptive method for consistent estimation of real-valued non-minimum phase zeros in stable LTI systems: Authors: Rojas, Cristian R.; Hjalmarsson, Hakan; Gerencsér, László; Martensson, Jonas
Date: 2011.
Published by: Automatica (Page: 1)

Estimation error in adaptive prediction of Hidden Markov processes: Authors: Gerencsér, László; Molnár-Sáska, Gábor
Date: 2003.
Published by: Proceedings of the 11th IEEE Mediterranean Conference on Control and Automation, MED 2003, Rhodes

A two-stage information criterion for stochastic systems revisited: Authors: Gerencsér, László; Finesso, Lorenzo
Date: 2011.
Published by: Automatica (Page: 2)

Recursive estimation of GARCH processes: Authors: Gerencsér, László; Orlovits, Zsanett; Torma, Balázs
Editor: Edelmayer, András
Date: 2010.
Published by: 19th International symposium on mathematical theory of networks and systems. MTNS 2010. Budapest, 2010. (Page: 2)

Recursive identification of continuous-time linear stochastic systems - an off-line approximation: Authors: Gerencsér, László; Prokaj, Vilmos
Editor: Edelmayer, András
Date: 2010.
Published by: 19th International symposium on mathematical theory of networks and systems. MTNS 2010. Budapest, 2010. (Page: 3)

Log-optimal currency portfolios and control Lyapunov exponents: Authors: Gerencsér, László; Rásonyi, Miklós; Szepesvári, Csaba; Vágó, Zs
Date: 2005.
Published by: CDCâ��05-ECC'05. Proceedings of the 44th IEEE conference on decision and control, and the European control conference 2005. Seville, 2005. (Page: 1)

Change detection for Hidden Markov Models: Authors: Gerencsér, László; Prosdocimi, C.
Editor: Edelmayer, András
Date: 2010.
Published by: 19th International symposium on mathematical theory of networks and systems. MTNS 2010. Budapest, 2010. (Page: 1)

A behavioral stock market model: Authors: Gerencsér, László; Mátyás, Z.
Date: 2004.
Published by: Stochastic FInance 2004. Proceedings Autumn School and International Conference, Lisbon (Page: 7)

Stochastic approximation on discrete sets using simultaneous difference approximations: Authors: Hill, SD; Gerencsér, László; Vágó, ZS
Date: 2004.
Published by: American control conference, Boston. Proceedings (Page: 2)

Controlled Lyapunov-exponents with application in optimization, finance and biology: Authors: Gerencsér, László; Rásonyi, Miklós; Vágó, ZS
Date: 2003.
Published by: Proceedings of the 11th IEEE Mediterranean Conference on Control and Automation, MED 2003, Rhodes

Recursive estimation of Hidden Markov models: Authors: Gerencsér, László; Molnár-Sáska, Gábor; Orlovits, Zsanett
Date: 2005.
Published by: CDCâ��05-ECC'05. Proceedings of the 44th IEEE conference on decision and control, and the European control conference 2005. Seville, 2005. (Page: 1)

Estimation and Strong Approximation of Hidden Markov models: Authors: Gerencsér, László; Molnár-Sáska, Gábor
Date: 2003.
Published by: LECTURE NOTES IN CONTROL AND INFORMATION SCIENCES (Page: 3)

Statistical theory of non-linear stochastic systems I: Authors: Gerencsér, László; Mátyás, Z.; Molnár-Sáska, Gábor; Orlovits, Zsanett
Date: 2004.
Published by: Statistical theory of non-linear stochastic systems I.

A system theoretic approach to behavioral finance: Authors: Gerencsér, László; Mátyás, Z.
Date: 2004.
Published by: Decision and Control. Proceedings of the 43rd IEEE conference Paradise Island, Bahamas (Page: 3)

Discrete optimization, SPSA and Markov chain Monte Carlo methods: Authors: Gerencsér, László; Hill, SD; Vágó, ZS; Vincze, Z.
Date: 2004.
Published by: American Control Conference, Boston. Proceedings (Page: 3)

A stochastic feedback system model of a stock exchange: Authors: Gerencsér, László; Mátyás, Z.; Száz, J.
Date: 2005.
Published by: CDCâ��05-ECC'05. Proceedings of the 44th IEEE conference on decision and control, and the European control conference 2005. Seville, 2005. (Page: 5)

Risk sensitive identification of linear stochastic systems: Authors: Gerencsér, László; Michaletzky, György; Várgó, Zs
Date: 2005.
Published by: MATHEMATICS OF CONTROL SIGNALS AND SYSTEMS (Page: 7)

Change detection of Hidden Markov models: Authors: Gerencsér, László; Molnár-Sáska, Gábor
Date: 2004.
Published by: Decision and Control. Proceedings of the 43rd IEEE conference Paradise Island, Bahamas (Page: 1)

Change-detection of Hidden Markov models and GARCH processes: Authors: Gerencsér, László; Molnár-Sáska, Gábor; Orlovits, Zsanett
Date: 2004.
Published by: Stochastic Finance 2004. Proceedings of the Autumn School and International Conference, Lisbon (Page: 1)

Controlled Lyapunov-exponents with applications: Authors: Gerencsér, László; Rásonyi, Miklós; Vágó, ZS
Date: 2004.
Published by: Decision and Control. Proceedings of the 43rd IEEE conference Paradise Island, Bahamas (Page: 2)

Fixed-gain estimation in continuous time: Authors: Gerencsér, László; Vágó, ZS
Date: 1994.
Published by: ACTA APPLICANDAE MATHEMATICAE (Page: 1)

High sampling rate identification of continuous time system: Authors: Gerencsér, László; Vágó, ZS; Hunter, IW; Lafontaine, S.; Horváth, A.
Editor: Blanke, M; Söderström, T
Date: 1994.
Published by: SYSID'94. 10th IFAC symposium on system identification. Copenhagen, 1994. Vol. 3. (Page: 6)

Fixed gain off-line estimators of ARMA parameters: Authors: Gerencsér, László
Date: 1994.
Published by: JOURNAL OF MATHEMATICAL SYSTEMS, ESTIMATION, AND CONTROL (Page: 2)

On Rissanen's predictive stochastic complexity for stationary ARMA processes: Authors: Gerencsér, László
Date: 1994.
Published by: JOURNAL OF STATISTICAL PLANNING AND INFERENCE (Page: 3)

Stochastic complexity in identification of continuous time system: Authors: Gerencsér, László; Vágó, ZS; Hunter, IW; Lafontaine, S.; Horváth, A.
Date: 1994.
Published by: ACC'94. Proceedings of the 1994 American control conference. Baltimore, 1994. Vol. 2. (Page: 1)

Slow stochastic approximation processes are good for estimating slope: Authors: Gerencsér, László
Date: 1995.
Published by: TEORIYA VEROYATNOSTEI I EE PRIMENENIYA (Page: 1)

Parametric uncertainty and control performance in stochastic adaptive control: Authors: Gerencsér, László; Rissanen, J.; van Schuppen, JH; Vágó, ZS
Editor: Bányász, CS
Date: 1995.
Published by: ACASP'95. Adaptive systems in control and signal processing. 5th IFAC symposium. Preprints. Budapest, 1995 (Page: 7)

Stochastic complexity, selftuning and optimality: Authors: Gerencsér, László; Schuppen, JH; Rissanen, J.; Vágó, ZS
Date: 1994.
Published by: Proceedings of the 33rd IEEE conference on decision and control. CDC'94. Lake Buena Vista, 1994. Vol. 1. (Page: 6)

Performance of a minimum variance adaptive controller with noise injection: Authors: Gerencsér, László; van Schuppen, JH; Vágó, ZS; Sétáló, M.
Editor: Isidori, A
Date: 1995.
Published by: ECC'95. Proceedings of the third European control conference. Roma, 1995. Vol. 1. (Page: 4)

Rate of convergence for the LMS method: Authors: Gerencsér, László
Date: 1995.
Published by: SYSTEMS & CONTROL LETTERS (Page: 3)

Balancing for identification and control: Authors: Gerencsér, László; Michaletzky, György; Ober, R.; Schuppen, JH; Vágó, ZS
Editor: Helmke, U; Mennicken, R; Saurer, J
Date: 1994.
Published by: MTNS'93. Systems and networks: mathematical theory and applications. Proceedings of international symposium. Regensburg, 1993. Vol. 2. (Mathematical research 79.) (Page: 1)

Fixed gain estimation and tracking: Authors: Gerencsér, László
Editor: Duncan, TE; Pasik-Duncan, B
Date: 1992.
Published by: Stochastic theory and adaptive control. Proceedings of a workshop. Lawrence, 1991. (Lecture notes in control and information sciences 184.) (Page: 1)

Rate of convergence of recursive estimators: Authors: Gerencsér, László
Date: 1992.
Published by: SIAM JOURNAL ON CONTROL AND OPTIMIZATION (Page: 1)

Strong approximation of vector-valued stochastic integrals: Authors: Gerencsér, László
Date: 1992.
Published by: STATISTICS & PROBABILITY LETTERS (Page: 2)

A strong approximation theorem for parameter estimators in continuous time: Authors: Gerencsér, László; Vágó, ZS
Date: 1992.
Published by: JOURNAL OF MATHEMATICAL SYSTEMS ESTIMATION AND CONTROL (Page: 1)

On fixed gain recursive estimation processes: Authors: Gerencsér, László
Date: 1996.
Published by: JOURNAL OF MATHEMATICAL SYSTEMS, ESTIMATION, AND CONTROL (Page: 3)

Foundations of fixed gain estimation: Authors: Gerencsér, László
Date: 1992.
Published by: Decision and control Vol. 1. Proceedings of the 31st IEEE conference, Tucson, 1992 (Page: 7)

Applications of stochastic complexity and related computational experiments: Authors: Baikovicius, J.; Gerencsér, László
Date: 1992.
Published by: Decision and control Vol. 4. Proceedings of the 31st IEEE conference, Tucson, 1992 (Page: 3)

Multiple integrals with respect to L-mixing processes: Authors: Gerencsér, László
Date: 1993.
Published by: STATISTICS & PROBABILITY LETTERS (Page: 7)

Predictive stochastic complexity associated with fixed gain estimators: Authors: Gerencsér, László
Editor: Nieuwenhuis, JW; Praagman, C; Trentelman, HL
Date: 1993.
Published by: ECC'93. Proceedings of the second European control conference. Groningen, 1993. Vol. 3. (Page: 1)

Strong approximation of the recursive prediction error estimator of the parameters of an ARMA process: Authors: Gerencsér, László
Date: 1993.
Published by: SYSTEMS & CONTROL LETTERS (Page: 3)

AR(hinfinity) estimation and nonparametric stochastic complexity: Authors: Gerencsér, László
Date: 1992.
Published by: IEEE TRANSACTIONS ON INFORMATION THEORY (Page: 1)

Asymptotics of predictive stochastic complexity: Authors: Gerencsér, László; Rissanen, J.
Editor: Brillinger, D
Date: 1993.
Published by: New directions in time series analysis. Part II. Proceedings of the 1990 IMA workshop. (IMA volumes in mathematics and its applications 46.) (Page: 9)

The algebra of risk-sensitive identification: Authors: Gerencsér, László; Michaletzky, György; Vágó, ZS
Editor: Beghi, A; Finesso, L; Picci, G
Date: 1999.
Published by: Mathematical theory of networks and systems. Proceedings of the MTNS-98 symposium. Padova, 1998. (Page: 8)

Stochastic approximation for function minimization under quantization error: Authors: Gerencsér, László; Vágó, ZS
Date: 1999.
Published by: 38th IEEE conference on decision and control. Conference proceedings. Phoenix, 1999. (Page: 2)

Stochastic systems in financial mathematics - research activities at SZTAKI: Authors: Gerencsér, László
Date: 1999.
Published by: ERCIM NEWS

Strong approximation methods in the statistical theory of linear stochastic systems: Authors: Gerencsér, László
Date: 1999.

A randomized EM-algorithm for estimating quantized linear Gaussian regression: Authors: Finesso, L.; Gerencsér, László; Kmecs, I.
Date: 1999.
Published by: 38th IEEE conference on decision and control. Conference proceedings. Phoenix, 1999. (Page: 5)

Optimization over discrete sets via SPSA: Authors: Gerencsér, László; Hill, SD; Vágó, ZS
Date: 1999.
Published by: 38th IEEE conference on decision and control. Conference proceedings. Phoenix, 1999. (Page: 1)

Non-smooth optimization via SPSA: Authors: Gerencsér, László; Kozmann, GY; Vágó, ZS
Editor: Beghi, A; Finesso, L; Picci, G
Date: 1999.
Published by: Mathematical theory of networks and systems. Proceedings of the MTNS-98 symposium. Padova, 1998. (Page: 8)

Adaptive control of multivariable linear stochastic systems. A strong approximation approach: Authors: Gerencsér, László; Vágó, ZS
Date: 1999.
Published by: European control conference. ECC '99. Conference proceedings. Karlsruhe, 1999. (Page: C)

Convergence rate of moments in stochastic approximation with simultaneous perturbation gradient approximation and resetting: Authors: Gerencsér, László
Date: 1999.
Published by: IEEE TRANSACTIONS ON AUTOMATIC CONTROL (Page: 8)

Estimation of parameters from quantized noisy observations: Authors: Finesso, L.; Gerencsér, László; Kmecs, I.
Date: 1999.
Published by: European control conference. ECC '99. Conference proceedings. Karlsruhe, 1999. (Page: C)

Model uncertainty and performance in option pricing: Authors: Gerencsér, László; Michaletzky, György; Rásonyi, Miklós
Date: 1999.
Published by: 38th IEEE conference on decision and control. Conference proceedings. Phoenix, 1999. (Page: 3)

A simple derivation of the HQ order estimator for multivariable stochastic systems: Authors: Finesso, L.; Gerencsér, László
Editor: Beghi, A; Finesso, L; Picci, G
Date: 1999.
Published by: Mathematical theory of networks and systems. Proceedings of the MTNS-98 symposium. Padova, 1998. (Page: 7)

Performance of an adaptive LQ controller with noise injection in continuous time: Authors: Vágó, ZS; Gerencsér, László
Date: 1998.
Published by: JOURNAL OF MATHEMATICAL SYSTEMS, ESTIMATION, AND CONTROL (Page: 5)

Parametric uncertainty of an adaptive LQ controller with periodic excitation: Authors: Vágó, ZS; Gerencsér, László
Editor: Bányász, CS
Date: 1997.
Published by: Robust control design. ROCOND '97. 2nd IFAC symposium. Preprints. Budapest, 1997. (Page: 4)

Performance of an adaptive LQ controller with periodic excitation: Authors: Vágó, ZS; Gerencsér, László
Date: 1997.
Published by: European control conference. ECC 97. Proceedings. Brussels, 1997. Vol. 4. (Page: T)

Rate of convergence of moments of Spall's SPSA method: Authors: Gerencsér, László
Editor: Csiszár, I; Michaletzky, GY
Date: 1997.
Published by: Stochastic differential and difference equations. (Progress in systems and control theory 23.) (Page: 6)

Rate of convergence of moments of Spall's SPSA method: Authors: Gerencsér, László
Date: 1997.
Published by: European control conference. ECC 97. Proceedings. Brussels, 1997. Vol. 3. (Page: W)

On fixed gain recursive estimation processes: Authors: Gerencsér, László
Date: 1997.
Published by: JOURNAL OF MATHEMATICAL SYSTEMS, ESTIMATION, AND CONTROL (Page: 3)

High accuracy stochastic adaptive control with applications to master-slave tele-micro-surgical robots: Authors: Gerencsér, László; Lafontaine, S.; Hunter, IW; Hetthéssy, J.; Jones, L.; Vágó, ZS
Editor: Sawaragi, Y; Sagara, S
Date: 1997.
Published by: SYSID '97. 11th IFAC symposium on system identification. Preprints. Kitakyushu (Page: 1)

Risk-sensitive identification of ARMA processes: Authors: Gerencsér, László; Michaletzky, György; Vágó, ZS
Date: 1998.
Published by: Proceedings of the 37th IEEE conference on decision and control. CDC'98. Tampa, 1998 (Page: 2)

SPSA for non-smooth optimization with application in ECG analysis: Authors: Gerencsér, László; Kozmann, GY; Vágó, ZS
Date: 1998.
Published by: Proceedings of the 37th IEEE conference on decision and control. CDC'98. Tampa, 1998. (Page: 3)

SPSA with state-dependent noise - a tool for direct adaptive control: Authors: Gerencsér, László
Date: 1998.
Published by: Proceedings of the 37th IEEE conference on decision and control. CDC'98. Tampa, 1998. (Page: 3)

Fixed gain off-line estimators of ARMA parameters: Authors: Gerencsér, László
Date: 1996.
Published by: JOURNAL OF MATHEMATICAL SYSTEMS, ESTIMATION, AND CONTROL (Page: 5)

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