46 citations · 72 across the 45 of their papers we have counts for
6 papers · 1 filter
Factor Models with Real Data: a Robust Estimation of the Number of Factors
Valentina Ciccone, Augusto Ferrante, Mattia Zorzi
Factor models are a very efficient way to describe high dimensional vectors of data in terms of a small number of common relevant factors. This problem, which is of fundamental imp…
Factor analysis with finite data
Valentina Ciccone, Augusto Ferrante, Mattia Zorzi
Factor analysis aims to describe high dimensional random vectors by means of a small number of unknown common factors. In mathematical terms, it is required to decompose the covari…
Convergence analysis of a family of robust Kalman filters based on the contraction principle
Mattia Zorzi
In this paper we analyze the convergence of a family of robust Kalman filters. For each filter of this family the model uncertainty is tuned according to the so called tolerance pa…
Estimating effective connectivity in linear brain network models
Giulia Prando, Mattia Zorzi, Alessandra Bertoldo +1
Contemporary neuroscience has embraced network science to study the complex and self-organized structure of the human brain; one of the main outstanding issues is that of inferring…
Model Predictive Control meets robust Kalman filtering
Alberto Zenere, Mattia Zorzi
Model Predictive Control (MPC) is the principal control technique used in industrial applications. Although it offers distinguishable qualities that make it ideal for industrial ap…
The Harmonic Analysis of Kernel Functions
Mattia Zorzi, Alessandro Chiuso
Kernel-based methods have been recently introduced for linear system identification as an alternative to parametric prediction error methods. Adopting the Bayesian perspective, the…