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Publications

2011

AUTOMATICA, 47 (7)., pp. 1388-1398. ISSN 0005-1098

An adaptive method for consistent estimation of real-valued non-minimum phase zeros in stable LTI systems

Authors
Rojas, C
Hjalmarsson, H
Gerencsér, László
Martensson, J
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2010

In: 19th International symposium on mathematical theory of networks and systems. MTNS 2010. Budapest, 2010..

Recursive estimation of GARCH processes

Authors
Gerencsér, László
Orlovits, Zsanett
Torma, Balázs
Editors
Edelmayer, András
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2011

SYSTEMS & CONTROL LETTERS, 60 (7)., pp. 486-491. ISSN 0167-6911

Input-output properties of the Page-Hinkley detector

Authors
Gerencsér, László
Prosdocimi, C
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2011

AUTOMATICA, 47 (12)., pp. 2791-2795. ISSN 0005-1098

A two-stage information criterion for stochastic systems revisited

Authors
Gerencsér, László
Finesso, L
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2010

In: 19th International symposium on mathematical theory of networks and systems. MTNS 2010. Budapest, 2010..

Change detection for Hidden Markov Models

Authors
Gerencsér, László
Prosdocimi, C.
Editors
Edelmayer, András
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2010

IEEE Transactions on Automatic Control, 55 (5)., pp. 1233-1238.

Stability of a class of hybrid linear stochastic systems

Authors
Gerencsér, László
Prokaj, Vilmos
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2010

In: 19th International symposium on mathematical theory of networks and systems. MTNS 2010. Budapest, 2010..

Recursive identification of continuous-time linear stochastic systems - an off-line approximation

Authors
Gerencsér, László
Prokaj, Vilmos
Editors
Edelmayer, András
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