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Publications

2002

In: 15th triennial world congress of the International Federation of Automatic Control. Barcelona.

A new method for the analysis of hidden Markov model estimates

Authors
Gerencsér, László
Molnár-Sáska, Gábor
Editors
Camacho, EF
Basanez, L
de la Puente, JA
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2003

In: Proceedings of the 11th IEEE Mediterranean Conference on Control and Automation, MED 2003, Rhodes.

Controlled Lyapunov-exponents with application in optimization, finance and biology

Authors
Gerencsér, László
Rásonyi, Miklós
Vágó, ZS
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2006

In: CDC 2006. 45th IEEE conference on decision and control. San Diego, 2006..

A representation theorem for the error of recursive estimators

Authors
Gerencsér, László
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2008

In: Proc. of the Eighteenth International symposium on Mathematical Theory of Networks and Systems (MTNS2008), Virginia Tech, Blacksburg, Virginia, USA, July 28-August 1, 2008.

Stability of hybrid linear stochastic systems - a technical tool in recursive identification

Authors
Gerencsér, László
Prokaj, Vilmos
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2013

In: 2013 European Control Conference (ECC), 2013-07-17 - 2013-07-19, Zürich, Svájc.

Change detection for finite dimensional Gaussian linear systems - a bound for the almost sure false alarm rate

Authors
Gerencsér, László
Prosdocimi, C
Vágó, Zs
Editors
S, n
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1994

JOURNAL OF STATISTICAL PLANNING AND INFERENCE, 41, pp. 301-325.

On Rissanen's predictive stochastic complexity for stationary ARMA processes

Authors
Gerencsér, László
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1997

In: Robust control design. ROCOND '97. 2nd IFAC symposium. Preprints. Budapest, 1997..

Parametric uncertainty of an adaptive LQ controller with periodic excitation

Authors
Vágó, ZS
Gerencsér, László
Editors
Bányász, CS
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1999

In: European control conference. ECC '99. Conference proceedings. Karlsruhe, 1999..

Adaptive control of multivariable linear stochastic systems. A strong approximation approach

Authors
Gerencsér, László
Vágó, ZS
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2002

In: 15th triennial world congress of the International Federation of Automatic Control. Barcelona.

Randomized iterative feedback tuning

Authors
Gerencsér, László
Vágó, ZS
Hjalmarsson, H.
Editors
Camacho, EF
Basanez, L
de la Puente, JA
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2004

In: Decision and Control. Proceedings of the 43rd IEEE conference Paradise Island, Bahamas.

A system theoretic approach to behavioral finance

Authors
Gerencsér, László
Mátyás, Z.
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