a) Books and lecture notes

(with G.Molnár-Sáska, Gy.Michaletzky, G.Tusnády, Zs.Vágó) Hidden Markov Models. Part III. Lecture notes in Hungarian.

Strong approximation methods in the statistical theory of linear dynamical systems. MTA Doktori értekezés, 1998.

(with P.E.Caines) Topics in Stochastic Systems: Modeling, Estimation and Adaptive Control. In: Lecture Notes in Control and Information Sciences Series 161. Edited by M.Thoma and A.Wyner, Springer Verlag, 1991, 1-400.

Optimization (in Hungarian), Lecture notes, Technical University, Budapest, Institute for Continuing Education, 1976.
 

b) Refereed journal publications

(with Gy.Michaletzky, Zs.Vágó) Risk sensitive identification of ARMA processes. Mathematics of Control, Signals, and Systems, submitted for publication in 2003.

(with Á.Szeidl, Gy.Michaletzky) Quantized Gaussian ARMA identification. Systems and Control Letters, accepted for publication, 2002..

(with Gy.Kozmann, K.Haraszti, Zs.Vágó) Evaluation of a new signal processing approach of high-resolution BSPM. International Journal of Bioelectromagnetism, 4 (2), pp.129-130 (2002).

(with Gy.Michaletzky) BIBO stability of switching systems. IEEE Trans. on Automatic Control, 47 (11), pp: 1895-1898, (2002).

(with Gy.Kozmann, Zs.Vágó, K.Haraszti) The use of the SPSA method in ECG analysis. IEEE Trans. Biomed. Engineering, 49 (10), pp. 1094-1101 (2002).

(with L.Finesso, I.Kmecs) Estimation under quantization - a randomized EM method. Int. Journal of Control, submitted for publication in 2000, under revision.

Convergence rate of moments in stochastics-approximation with simultaneous perturbation gradient approximation and resetting. IEEE Trans. on Automatic Control, 44 (5): 894-905, 1999.

(with L.Finesso) A simple derivation of a two-stage information criterion for multivariable linear stochastic systems. Journal of Multivariate Analysis, submitted for publication in 1999.

(with Zs.Vágó) Performance of an adaptive LQ controller with noise injection in continuous time. Journal of Mathematical Systems, Estimation and Control, 8 (4) 503-506, 1998.

(with Zs.Vágó) Performance of an adaptive LQ controller with noise injection in continuous time. A summary. J. of Mathematical Systems, Estimation and Control, 8, No.4, 503-506, 1998. Retrieval code for electronic manuscript: 97718.

On fixed gain recursive estimation processes. A summary. J. of Mathematical Systems, Estimation and Control, 6, No.3, 355-358,1996. Retrieval code for electronic manuscript: 56854

Fixed gain off-line estimators of ARMA parameters. J. of Mathematical Systems, Estimation and Control, 6, No.1., 53-78, 1996.

Slow stochastic approximation processes are good for estimating slope. Theory of Probability and its Applications (in Russian), 40, 192-199, 1995.

Rate of convergence for the LMS algorithm. Systems and Control Letters, 24, 385-388, 1995.

On Rissanen's Predictive Stochastic Complexity for Stationary ARMA processes. J. of Statistical Planning and Inference, 41, 303-325, 1994.

(with Zs.Vágó) Fixed gain estimation in continuous time. J. of Acta Applicandae Mathematica, 35, 153-164, 1994.

Fixed gain off-line estimators of ARMA parameters. A summary. J. of Mathematical Systems, Estimation and Control, 4, No.2., 249-252, 1994. Retrieval code for electronic manuscript: 66945

Strong Approximation of a Recursive Prediction Error Estimator. Systems and Control Letters, 21, 347-351, 1993.

Multiple Integrals with Respect to L-mixing Processes. Statistics and Probability Letters, 1993, 17, 73-83.

Rate of Convergence of Recursive Estimators. SIAM J. on Control and Optimization, 30, 1992, 1200-1227.

AR(infty) Estimation and Nonparametric Stochastic Complexity. J. IEEE Trans. on Information Theory, 1992, 38, 1768-1779.

(with J.Baikovicius) Change-Point Detection as Model selection. Informatica, 1992, 3, 3-20.

(with Zs.Vágó) A strong approximation theorem for parameter estimators in continuous time. J. of Mathematical Systems, Estimation and Control, 2, 1992, 191-204.

Strong approximation of vector-valued stochastic integrals. Statistics and Probability Letters, 12, 1991, 201-207.

Almost Sure Exponential Stability of Random Linear Differential Equations. Stochastics, 36, 1991, 91-107.

(with P.E.Caines) A Simple Proof for a Spectral Factorization Theorem. IMA J. Math. Contr. and Inform. 8, 1991, 39-44.

On the martingale approximation of the estimation error of ARMA parameters. Systems and Control Letters, 15, 1990, 417-423.

Closed Loop Parameter Identifiability and Adaptive Control of a Linear Stochastic System. Systems and Control Letters, 15, 1990, 411-416.

On a Class of Mixing Processes. Stochastics, 26, 1989, 165-191.

A note on the formal derivative of time series. Int. J. Control, 36, 1982, 893-896.

Stability theorem on 2x2 hypermatrices. J. Opt. Theory and is Applications, 35, 1981, 1-7.

Reduction of the on hand inventory by using transaction reporting system. Annales Univ. Sci. Budapest, Sectio Computatorica, 2, 1979, 2-6.

On the use of stability theory in the design of algorithms for structured nonlinear optimization problems. Problems of Control and Information Theory, 7, 1978, 471-482.

The extension of the extrapolation technique in the SUMT method. Problem of Control and Information Theory, 4, 1975, 311-316.

Numerical methods in game theory (in Russian), Journal of Numerical Mathematics and Mathematical Physics, 15, 1975 608-614.

A Decomposition Method in Non-linear programming. Mat. Operationsforschung und Statistik, 6, 1975, 549-559.

On a close relation between quasi-convex and convex function and related investigations. Math. Operations-forschung und Statistik, 4, 1973, 201-211.

On a theorem of Lyapunoff. Studia Sci. Math. Hung, 8, 1973, 273-384.

(with A.Gyárfás) On Ramsey-type problems. Annales Univ. Sci. Budapest, 10, 1967, 167-170.

On graph colouring problems (in Hungarian) Matematikai Lapok, 16, 1965, 274-277.
 

c) Other refereed publications

Stability of random iterative mappings. In: Modeling Uncertainty. An Examination of its Theory, Methods, and Applications. In memory of S. J. Yakowitz, (eds: Moshe Dror, Pierre L'ecuyer and Ferenc Szidarovszky), Kluwer Academic Publishers, Dordrecht, 2002, pp. 359-371

(with Zs.Vágó H.Hjalmarsson) Randomized Iterative Feedback Tuning. In: Preprints of the 15th Triennnial World Congress of the International Federation of Automatic Control. Barcelona, 21-26 July, 2002, T-Th-A03.

(with G.Molnár-Sáska, Gy.Michaletzky, G.Tusnády, Zs.Vágó) New methods for the statistical analysis of Hidden Markov Models. In: Proceedings of the 41st IEEE Conference on Decision and Control, Las Vegas, Nevada, USA, December 10-13, 2002, WeP09-6, pp. 2272-2277.

(with S.D.Hill, Zs.Vágó) Discrete optimization, SPSA and Markov Chain Monte- Carlo methods. In: Proceedings of the 41st IEEE Conference on Decision and Control, Las Vegas, Nevada, USA, December 10-13, 2002, WeP12-1, pp. 2346-2347.

(with Gy.Michaletzky, Z.Reppa) A Two-Step Maximum-Likelihood Identification of Non-Gaussian Systems. In: Preprints of the 15th Triennnial World Congress of the International Federation of Automatic Control. Barcelona, 21-26 July, 2002, T-Th-M21.

(with Gy.Michaletzky, Z.Reppa) Two-step estimation of misspecified non-Gaussian ARMA-processes. In: Proceedings of the 41st IEEE Conference on Decision and Control, Las Vegas, Nevada, USA, December 10-13, 2002, WeM08-4, pp.1826-1831.

(with G.Molnár-Sáska) A New Method for the Analysis of Hidden Markov Model Estimates. In: Preprints of the 15th Triennnial World Congress of the International Federation of Automatic Control. Barcelona, 21-26 July, 2002, T-Fr-M03.

(with Zs.Vágó) A stochastic approximation method for noise-free optimization. In: Proceedings of the European Control Conference (ECC’01). Porto, 2001. EUCA, pp. 1496-1500.

(with Zs.Vágó) The mathematics of noise-free SPSA. In: Proceedings of the 40th IEEE Conference on Decision and Control (CDC’01), Orlando, 2001. IEEE, pp.4400-4005, 2001.

(with S.Hill, Zs.Vágó) Discrete optimization via SPSA. In: Proceedings of the American Control Conference, Arlington, VA June, 2001, pp.1503-1504.

(with Zs.Vágó) Non-smooth optimization with randomization, In: Optimization Theory. Recent Development from Mátraháza. (Eds.: F. Giannessi, P., Pardalos, T. Rapcsák), Dordrecht, Kluwer, 2001, pp.111-117.

(with Zs.Vágó) SPSA in noise free optimization. Proc. of the American Control Conference, Chicago, Illinois, June 2000, 3284-3288, 2000.

(with L.Finesso, I.Kmecs) A recursive randomized EM-algorithm for estimation under quantization error. In: Proc. of the American Control Conference. ACC 2000, Chicago, Illinois, USA,WM12-3, 2p.

(with Zs.Vágó) Adaptive control of multivariable linear stochastic systems. A strong approximation approach. In: Proceedings of the European Control Conference, ECC’99, Karlsuhe, Germany, BM-12, F587, 5p, 1999.

(with L.Finesso, I.Kmecs) Estimation of parameters from quantized noisy observations. In: Proceedings of the European Control Conference, ECC’99, Karlsuhe, Germany, AM-3, F589, 6p, 1999.

(with Zs.Vágó) Stochastic approximation for function minimization under quantization error. In: Proceedings of the 38-th IEEE Conference on Decision and Control. CDC’99, Phoenix, Arizona, USA, pp. 2373-2376, 1999.

(with D.H.Stacy, Zs.Vágó) Optimization over discrete sets via SPSA. In: Proceedings of the 38th IEEE Conference on Decision and Control. CDC’99, Phoenix, Arizona, USA, pp. 1791-1794, 1999.

(with L.Finesso, I.Kmecs) A randomized EM-algorithm for estimating quantized linear Gaussian regression. In: Proceedings of the 38th IEEE Conference on Decision and Control. CDC’99, Phoenix, Arizona, USA, pp. 5100-5101, 1999.

(with Gy.Michaletzky, M.Rásonyi) Model uncertainty and performance in option pricing. In: Proceedings of the 38th IEEE Conference on Decision and Control. CDC’99, Phoenix, Arizona, USA, pp. 3964-3965, 1999.

SPSA with state- dependent noise. A tool for direct adaptive control (invited paper). Proceedings of the 37th IEEE Conference on Decision and Control, CDC’98, Tampa, Fl., USA, FA09-2, pp. 3451- 3456, 1998.

(with Gy.Michaletzky, Zs.Vágó) Risk-sensitive identification of ARMA processes. Proceedings of the 37th IEEE Conference on Decision and Control, CDC'98, Tampa, Fl., USA, WA07-4, pp. 215- 216, 1998.

(with Gy.Kozmann, Zs.Vágó) SPSA for non-smooth optimization with application in ECG analysis. Proceedings of the 37th IEEE Conference on Decision and Control, CDC’98, Tampa, Fl., USA, FM06, pp. 3907- 3908, 1998.

(with Gy.Michaletzky, Zs.Vágó) The algebra of risk-sensitive identification. In: Proceedings of the Conference on the Mathematical Theory of Networks and Systems, MTNS ‘98, (eds. A. Beghi, L. Finesso, G. Picci ), Padova, Italy, pp.807-810, 1998.

(with Gy.Kozmann, Zs.Vágó) Non-smooth optimization via SPSA. In: Proceedings of the Conference on the Mathematical Theory of Networks and Systems, MTNS ‘98, (eds. A. Beghi, L. Finesso, G. Picci ), Padova, Italy, pp.803-806, 1998.

(with L.Finesso) A simple derivation of a two-stage information criterion for multivariable linear stochastic systems. In: Proceedings of the Conference on the Mathematical Theory of Networks and Systems, MTNS ‘98, (eds. A. Beghi, L.
Finesso, G. Picci ), Padova, Italy, pp. 795-798, 1998.

(with Zs.Vágó) Performance of an adaptive LQ controller with periodic excitation. Proceedings of the 4th European Control Conference (ECC'97), 4, TH-A C4, 1997.

Rate of convergence of moments of Spall's SPSA method. Proceedings of the 4th European Control Conference (ECC'97), 3, WE-E F1, 1997.

(with Zs.Vágó) Parametric uncertainty of an adaptive LQ controller with periodic excitation, Preprints of 2nd IFAC Symposium Robust Control Design (ROCOND'97), pp. 489-494, 1997.

(with J.H. van Schuppen, Zs.Vágó, M.Sétáló) Performance of a Minimum Variance adaptive controller with noise injection Proceedings of the 3rd European Control Conference, 1, 44-48 1995.

(with J.Rissanen, J.H. van Schuppen, Zs.Vágó) Parametric uncertainty and control performance in stochastic adaptive control. Proceedings of the 5th IFAC Symposium on Adaptive Systems in Control and Signal Processing, (ACASP'95), 79-82,1995.

(with J.H. van Schuppen, J.Rissanen, Zs.Vágó) Stochastic complexity, selftuning, optimality. Proceedings of the 33rd IEEE Control and Decision Conference, Orlando, Florida, USA, 1, 652-654, 1994.

(with Zs.Vágó, I.Hunter, S.Lapontaine, A.Horváth) Stochastic complexity in identification of continuous time systems. In: Proceedings of the 1994 American Control Conference, Baltimore, Maryland, USA, 1525-1529, 1994.

(with Zs.Vágó, I.Hunter, S.Lapontaine, A.Horváth) High sampling rate identification of continuous time systems. In: Proceedings of the 10th Symposium on System Identification, Copenhagen, Denmark, 3, 651-656, 1994.

(with Gy.Michaletzky, R.Ober, J.H. van Schuppen, Zs.Vágó) Balancing for identification and control. Proceedings of the International Symposium on the Mathematical Theory of Networks and System, (eds. U. Helmke, R. Mennicken, I. Sauer), Akademie Verlag, 141-144, 1994.

Predictive stochastic complexity associated with fixed gain estimators, In: Proceedings of the 2nd European Control Conference, Groningen, The Netherlands, 1993, 3, 1673-1677.

(with J.Rissanen) Asymptotics of predictive stochastic complexity. In: New Directions in Time Series Analysis, Part II., Proceedings of the 1990 IMA Workshop. (eds. D.Brillinger, P. Caines, J. Geweke, E. Parzen, M. Rosenblatt, M.S. Taqqu), IMA Volumes in Mathematics and its Applications, 46, Springer Verlag, New York, 1993, 98-112.

Fixed Gain Estimation and Tracking. In "Stochastic Theory and Adaptive Control" (eds. T.E. Duncan and B. Pasik-Duncan), Lecture Notes in Control and Information Sciences, 184, Springer, 1992, 198-209.

Foundations of fixed gain estimation. Proceedings of the 31st IEEE Conference on Decision and Control. Tucson, 1992. 1, IEEE, Piscataway, 1992, 712-713.

A representation theorem for the error of recursive estimators. Proceedings of the 31st IEEE Conference on Decision and Control. Tucson, 1992. 2, Piscataway, IEEE, 1992, 2251-2256.

(with J.Baikovicius) Applications of stochastic complexity and related computational experiments. In: Proceedings of the 31st IEEE Conference on Decision and Control. Tucson, 1992. 4, Piscataway, IEEE, 1992, 3311-3316.

Strong approximation results in estimation and adaptive control. Topics in Stochastic Systems: Modeling, Estimation and Adaptive Control, (eds.: L.Gerencsér and P.E. Caines) Lecture Notes in Control and Information Sciences, 161, Springer Verlag, 1991, 268-299.

(with Zs.Vágó) Stochastic Complexity for Continuous Time Processes. Proceedings of the IEEE Conference on Decision and Control, 1991, 959-962.

(with Zs.Vágó) From fine asymptotics to model selection. Identification of Continuous- Time Systems. Methodology and Computer Implementation (ed. N.K. Sinha and G.P.Rao), Kluwer Academic Publishers, Dordrecht, The Netherlands, Chapter 19, 1991, 575-585.

(with Zs.Vágó) Model selection continuous time. The 30th IEEE Conference on Decision and Control. Brighton, England, 1991, 1, 959-962.

(with J.Baikovicius) Model selection, stochastic complexity and badness amplification. Proc. of the 30th IEEE Conference on Decision and Control. Brighton, England, 1991, 2, 1999-2004.

A computable criterion for model selection for linear stochastic system. Preprint of the 9th IFAC-IFORS Symposium on Identification and System Parameter Estimation. Budapest, Hungary, 1, 1991, 389-394.

(with J.Baikovicius) Change-point detection using stochastic complexity. Identification and System Parameter Estimation,, Selected papers from the 9th IFAC-IFORS Symposium on Budapest, Hungary, 1, 1991, 73-78.

The law of the cubic root. Preprint of the 9th IFAC-IFORS Symposium on Identification and System Parameter Estimation. Budapest, Hungary, 1, 1991, 63-65.

Asymptotics of predictive stochastic complexity. DCC'91, Proceedings of the Data Compression Conference, Snowbird, Utah, (Eds. J.A. Storer and J.H. Reif.), IEEE Computer Society Press, Los Alamitos, California, 1991, 228-238.

Stochastic complexity in system identification and adaptive control. Proc. of the 11th IFAC World Congress, Tallin, USSR, Pergamon Press, 1990, Vol. II. 89-93.

(with J.Baikovicius) Change point detection in a stochastic complexity framework. In Proc. of the 29th IEEE Conference on Decision and Control, 1990, 6, 3554-3555.

AR(infty) estimation and nonparametric stochastic complexity. Proc. of the 29th IEEE Conference on Decision and Control, 1990.

Strong approximation theorems for estimator processes in continuous time. Colloquia Mathematica Societas János Bolyai 57. Pécs (Hungary), 1989. Limit Theorem in Probability and Statistics (eds.I.Berkes, E. Csáki and I. Révész), Nort Holland, 1991, 215-228.

Some New Results in the Theory of Recursive Identification, Proc. of the 28th IEEE Conference on Decision and Control, 1, 242-248, Tampa, Florida, 1989.

Strong Approximation of the Recursive Maximum Likelihood Estimator of the Parameters of an ARMA Process, Proc. of the 28th IEEE Conference on Decision and Control, Tampa, Florida, 1989, 1, 630-631.

Asymptotics of Rissanen's Predictive Stochastic Complexity: From Parametric to Nonparametric Models, Proc. of the 28th IEEE Conference on Decision and Control, 2, 1210-1215, Tampa, Florida, 1989.

Almost Sure Asymptotics of Rissanen's Predictive Stochastic Complexity. In Realization and Modeling in System Theory (eds. M.A. Kashoek, J.H van Schuppen, A.C.M. Ran), Proc. of the International Symposium on the Mathematical Theory of Networks and Systems. I, Birkhäuser, Boston, 1991, 429-436.

Pathwise stability of random differential equations and the solution of an adaptive control related problem. Proc. of the 4th Bad Honnef Conference on Stochastic Differential Systems. 1988. (eds. N. Christopeit, K. Helmes and M. Kohlmann). Lecture Notes in Control and Information Sciences. 126, Springer, 140-149.

Recursive Estimation of Time Varying parameters. Proceedings of the IFAC/IFORS Symposium on Identification and System Parameter Estimation, Beijing, 1988, Pergamon Press.

An Averaging Effect for Random Differential Equations. Proc. of the 11th Int. Conf. on Nonlinear Oscillations, (eds. M. Farkas, V. Kertész, G. Stépán) J. Bolyai Math. Soc. 1987, Budapest.

(with J.Rissanen) A Prediction Bound for Gaussian ARMA Processes, Research Report, IBM, RJ 5371 (55080), 11/5/86.
Strong Consistency Theorems Related to Stochastic Quasi-Newton Methods. In Stochastic Optimization, Lecture Notes in Control and Information Sciences, 81, Springer 1986.

Parameter-Tracking of Time-Varying Linear Systems with Non-Gaussian Driving Noise. In Adaptive Control and Signal Processing, (eds. K.J. Aström and B. Wittenmark) Lund, 1986, 87-90.

Parameter-Tracking of Time-Varying Continuous-Time Linear Stochastic Systems. In Modeling, Identification and Robust Control, (eds.. I. Byrnes and A. Lindquist), North Holland, 1986, 581-595.

(with Zs.Vágó) Uniqueness of the Maximum-Likelihood Estimates of the Kalman-Gain Matrix of a State Space Model. In Proc. of the 5th IFAC/IFORS Conference on Dynamic Modeling and Control of National Economies, Budapest, 1986.
(with I.Gyöngy, Gy.Michaletzky) Continuous-Time Recursive Maximum Likelihood Method. A New Approach to Ljung's Scheme, In Proc. of the 9th Triennial World Congress of IFAC., 2, Identification, Adaptive and Stochastic Control (eds. Ljung,L. and ?ström, K.J.). Pergamon Press, 1984, Oxford, 683-685.

Convergence of a New Stochastic Variable Metric Method. Proc. of 11th IFIP Conference on System Modeling and Optimization, Copenhagen, (ed. P. Thoft- Christensen), Springer Verlag, 1984, 443-450.

Strong Consistency and Asymptotic Efficiency of Stochastic Quasi-Newton Methods. Proc. of the 7th IFAC/IFORS Symposium on Identification and System Parameter Estimation. (eds. Barker, H.A. and Young, P.C.) Pergamon Press, Oxford, 1985, 1233-1235.

Off-line Identification of Continuous-Time Linear Systems. In Goodness of Fit, (eds. P.K. Sen, P. Révész, K.Sarkadi), János Bolyai Mathematical Society, Budapest and North-Holland Publishing Company, New York, 1984, 175-193.

A Modification of the extended Kalman-filtering Algorithm with Applications in Hydrology. Proc. of 9th. Prague Conference on Information Theory, Statistical Decision Functions and Random Processes, 1982, 241-245.

(with Zs.Lipcsey, Zs.Vágó) Convergence of Mixed Type (Stochastic-Deterministic) Recursive Estimation Methods. In Proc. of the 9th Triennial World Congress of IFAC. 2. Identification, Adaptive and Stochastic Control, (eds. Ljung, L. and ?ström, K.J.), Pergamon Press, Oxford, 1984, 1035-1038.

(with I.Gyöngy, Zs.Lipcsey, Gy.Michaletzky) Recursive maximum likelihood identification of continuous time stochastic linear systems, in Proc. of IMU Congress (Warsaw), Short comm. XII. Section of Control Theory and Optim. p. 22, 1983.

A convergent self-tuning predictor. Proc. of the 3rd Pannonian Symposium on Mathematical Statistics. (eds. Mogyoródi, J., Vincze, I., Wertz, G.) 1982. Akadémiai Kiadó, Budapest, 1982, 63-72.

On a stabilization method of Miele. Convergence and applications. In "Numerical Methods" (ed. P. Rózsa) Coll. Math. Soc. J. Bolyai, 22, North Holland, 1977, 213-224.

A second order technique for the solution of nonlinear optimization problems. "Progress in Operations Research", (ed. A. Prékopa), Coll. Math. Soc. J. Bolyai, 7 North Holland, 1973.

(with P.Erdős, A.Máté) Problems of graph theory concerning optimal design. In Combinatorial theory and its applications, (eds. P. Erdös, Gy. Katona and V.T. Sós), Coll. Math. Soc. J. Bolyai, 7 North Holland, 1969.