48 citations · 73 across the 6 of their papers we have counts for
9 papers
On the Geometry of Message Passing Algorithms for Gaussian Reciprocal Processes
Francesca Paola Carli
Reciprocal processes are acausal generalizations of Markov processes introduced by Bernstein in 1932. In the literature, a significant amount of attention has been focused on devel…
Modeling and Estimation of Discrete-Time Reciprocal Processes via Probabilistic Graphical Models
Francesca Paola Carli
Reciprocal processes are acausal generalizations of Markov processes introduced by Bernstein in 1932. In the literature, a significant amount of attention has been focused on devel…
Maximum entropy properties of discrete-time first-order stable spline kernel
Tianshi Chen, Tohid Ardeshiri, Francesca P. Carli +3
The first order stable spline (SS-1) kernel is used extensively in regularized system identification. In particular, the stable spline estimator models the impulse response as a ze…
On the Projective Geometry of Kalman Filter
Francesca Paola Carli, Rodolphe Sepulchre
Convergence of the Kalman filter is best analyzed by studying the contraction of the Riccati map in the space of positive definite (covariance) matrices. In this paper, we explore…
Maximum Entropy Kernels for System Identification
Francesca Paola Carli, Tianshi Chen, Lennart Ljung
A new nonparametric approach for system identification has been recently proposed where the impulse response is modeled as the realization of a zero-mean Gaussian process whose cov…
On the Maximum Entropy Property of the First-Order Stable Spline Kernel and its Implications
Francesca Paola Carli
A new nonparametric approach for system identification has been recently proposed where the impulse response is seen as the realization of a zero--mean Gaussian process whose covar…