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SOME RECENT PUBLICATIONS
1. Modeling and Realization of Stochastic
Systems.
G. Picci: Stochastic realization of Gaussian processes Proceedings of the IEEE, Vol {64}, No. 1, pp 112-122, 1976.
G. Picci: Some connections between the theory of sufficient statistics and the identifiability problem, SIAM Journal on Applied Mathematics, Vol {33}, No. 3, pp 383-398, 1977.
G. Picci: On the internal structure of finite-state stochastic
processes in Recent developements in Variable Structure Systems, R.
Mohler and A. Ruberti eds. Springer Lecture Notes in Economics and
Mathematical Systems, Vol {162}, pp. 288-304, 1978.
A. Lindquist, G. Picci and G. Ruckebusch: On minimal splitting
subspaces and Markovian representation Mathematical Systems
Theory, Vol. {12}, pp. 271-279, 1979.
A. Lindquist and G. Picci: On the stochastic realization problem SIAM Journal on Control and Optimization Vol. {17}, No. 3, pp. 365-389, 1979.
L. Finesso and G. Picci: A characterization of minimal square spectral factors IEEE Transactions on Automatic Control, Vol {AC-27}, No. 1, pp. 122-127, 1982.
A. Lindquist and G. Picci: On a condition for minimality of
Markovian splitting subspaces Systems And Control Letters, Vol. {1},
No. 4, pp. 264-269, 1982.
A. Lindquist, S. K. Mitter and G. Picci: Toward a theory of
nonlinear stochastic realization in Feedback and Control of
Linear and Nonlinear Systems, D. Hinrichsen and A. Isidori eds.
Springer Lecture Notes on Control and Information Sciences, Vol {39},
pp. 175-189, 1982.
A. Lindquist and G. Picci: Forward and backward semimartingale
models for stationary increments processes Stochastics, Vol.
{15}, No. 5 ,pp. 1-50, 1985.
A. Lindquist and G. Picci: Realization theory for multivariate stationary Gaussian processes SIAM Journal on Control and Optimization (invited paper) Vol {23}, No. 6 pp. 809-857, 1985 .
A. Lindquist and G. Picci: A geometric approach to modeling and estimation of linear stochastic systems Journal of Math. Systems, Estimation and Control, vol.{1}, pp. 241--333, 1991.
G. Picci: Stochastic modeling and stochastic realization theory
in Mathematical System Theory: the influence of R.E.
Kalman, R.E. Kalman Festschrift, A. Antoulas eds. Springer Verlag, pp.
213--229, 1991.
G. Picci and S. Pinzoni: Acausal Models and Balanced realizations of stationary processes in Linear Algebra and its Applications (special issue on Systems Theory), vol. {205-206}, pp. 957-1003, 1994.
A. Lindquist, G. Michaletzky and G. Picci Zeros of Spectral
Factors,the geometry of Splitting Subspaces and the Algebraic Riccati
Inequality, SIAM J. on Control and Optimization, vol {33},
pp. 365-401, 1995.
G. Picci: Geometric methods in Stochastic
Realization and System Identification, CWI Quarterly (invited paper),
vol {9}, pp. 205-240, 1996.
A Ferrante and G. Picci, ``Minimal Realization and Dynamic Properties of Optimal Smoothers IEEE Transactions on Automatic Control, vol. {45}, pp. 2028-2046 (2000).
A. Ferrante, G. Picci, and S. Pinzoni: Silverman algorithm and
the structure of discrete-time stochastic systems, Linear Algebra and
its Applications (special issue on Systems and Control), vol {351-352},
pp. 219-242 (2002).
A.
Lindquist and G. Picci, Linear Stochastic Systems: A
Geometric Approach to Modeling, Estimation and Identification, Springer series in Contemporary Mathematics. Springer Verlag, 2015. The book has been translated into Chinese in 2018.
A Ferrante and G. Picci, Representation and Factorization of Discrete-Time Rational All-Pass Functions, IEEE Transactions on Automatic Control, vol. 62, no. 7, pp. 3262-3276, DOI: 10.1109/TAC.2016.2628163 (2016).
A. Lindquist and G. Picci: Modeling of Stationary Periodic Time
Series by Bilateral and Unilateral ARMA Representations, in
Optimization and Applications in Control and Data Science,
Springer Series in Optimization 115, pp 281-314, (2016).
A Ferrante and G. Picci, On the state space and dynamics selection in linear stochastic models: a spectral factorization approach, IEEE Transactions on Automatic Control, vol. 64, pp. 2509-2513, (2019).
2. SISO Identification and State Space (Subspace) System identification
G. Picci: Some numerical aspects of multivariable system identification
Mathematical Programming Studies, Vol. {18}, pp. 76-101, 1982.
A. Lindquist and G. Picci: Geometric Methods for State-Space
Identification, in Identification, Adaptation, Learning,
NATO-ASI: From Identification to Learning, S. Bittanti and G. Picci.
eds, Springer Verlag, pp. 1-69, 1996.
G. Picci and T. Katayama: Stochastic realization with exogenous inputs
and subspace methods identification, Signal Processing, special
issue on subspace methods, Part II: System Identification, vol {52},
n.2, pp. 145-160, 1996.
A.
Lindquist and G. Picci, Canonical correlation analysis , approximate
covariance extension and identification of stationary time-series, Automatica, vol {32}, pp. 709-733, 1996.
T. Katayama and G. Picci, Realization of Stochastic Systems with
Exogenous Inputs and Subspace Identification methods, Automatica, vol
{35}, no. 10, pp.1635-1652, 1999.
Chiuso, A. and Picci G.: Some Algorithmic aspects of Subspace Identification with Inputs, Applied Mathematics and Computer Sciences, vol{11}, pp. 55-76 (2001).
A. Chiuso and G. Picci: Asymptotic Variance of Subspace Estimates, Journal of Econometrics vol {118}, pp. 257291 (2004).
A. Chiuso, G. Picci: On the Ill-conditioning of subspace identification with inputs Automatica, vol {40}(4), pp. 575-589 (2004).
A. Chiuso, G. Picci: Numerical conditioning and asymptotic variance of subspace estimates, Automatica, vol {40}(4), pp. 677-683 (2004).
A. Chiuso and G. Picci: Subspace identification by data orthogonalization and model decoupling, Automatica vol {40} (4), pp. 1689-1703 (2004).
A.
Chiuso and G. Picci: Asymptotic Variance of Subspace Methods by
Data Orthogonalization and Model Decoupling: a Comparative Analysis, Automatica, vol{40}, pp. 1705-1717 (2004).
A. Chiuso and G. Picci: Consistency Analysis of some Closed-loop Subspace Identification Methods, Automatica: special issue on System Identification, vol { 41} pp. 377-391 (2005).
T. Katayama, H. Kawauchi and G. Picci: Subspace Identification of Closed Loop Systems by Orthogonal Decomposition, Automatica, vol {41} pp. 863-872 (2005).
A. Chiuso, G. Picci: Prediction Error vs. Subspace Methods in
Closed Loop Identification. Proc. of the 16th IFAC
World Congress, Prague (2005).
A. Chiuso and G. Picci: Estimating the Asymptotic Variance of
Closed-Loop Subspace Estimators, in Proc. of 14th IFAC Symposium on
System Identification SYSID 2006, IFAC Papers on-Line, pp.
1050-1055, (2006).
M. Favaro and. G. Picci: Consistency of subspace methods for signals with almost-periodic components, Automatica, Vol 48, 2012, Pages 514-520 (2012).
M. Favaro and. G. Picci A subspace algorithm for extracting
periodic components from multivariable signals in colored
noise, Proc 16th IFAC Symposium on System Identification
(SYSID), Bruxelles, pp. 1150 -1155 (2012).
F. Parise and G. Picci, Identification of high tide
models in the Venetian lagoon: variable selection and
G-LASSO, Proc of the 19th IFAC World Congress, Capetown,
South Africa, pp. 10385--10390, 2014.
G. Picci and Bin Zhu, An Empirical Bayesian Approach to Frequency Estimation, arXiv: 1910.09475v1 [eess.SP].
G. Picci and Bin Zhu, Bayesian Frequency Estimation on
Narrow Bands, Proceedings of the 2021 IFAC-SYSID,
Padova, Italy. IFAC-PapersOnLine, 54, 7, pp. 108--113, also in arXiv:
2012.05004 (2021).
G. Picci and Bin Zhu, Empirical Bayes Identification of Stationary Processes and Approximation of Toeplitz Spectra, Automatica, vol 142, 110362 also in arXiv: 2009.05758 (2022).
Wenqi Cao, G. Picci and A. Lindquist, Identification of low rank vector processes, Automatica (2023)
3. Factor Analysis and Errors-in-Variables Modeling
G. Picci and S. Pinzoni: Dynamic Factor-Analysis models for stationary
processes IMA Journal on Mathematics of Control and Information,
Vol.{3}, No. 2 , pp. 185-210, 1986.
G. Picci: Parametrization of Factor Analysis models Journal of Econometrics, Vol. {41}, No. 1 pp. 17-38, 1989.
G. Picci, F Gei and S. Pinzoni: Errors--in--Variables models with
white measurement errors, Proc. 2nd European Control Conference (ECC),
p. 2154-2158, Groningen the Netherlands, 1993.
G. Bottegal, G. Picci and S.Pinzoni On the identifiability of errors-in-variables models with white measurement errors, Automatica, vol {47} pp. 545�551, (2011).
G. Bottegal and G. Picci: A note on Generalized Factor Analysis
models, Proc. 50th Decision and Control Conference
(CDC), pp. 1485-1490, Orlando FLA, USA (2011).
G. Picci and G. Bottegal: Generalized Factor Analysis Models,
in Control Theory: Mathematical Perspectives on
Complex Networked System, Frank Allg{\"o}wer, Vincent Blondel, Uwe
Helmke Eds, Mathematisches Forschungsinstitute Oberwolfach,
Oberwolfach, Germany, pp. 705-706, doi= 10.4171/OWR/2012/12
(2012).
G. Bottegal and G. Picci: Modeling random flocks through
Generalized Factor Analysis, Proc. of the European Control Conference
ECC13, Z\"urich, pp. 2421�2426 (2013).
G. Bottegal and G. Picci: Analysis and identification
of complex stochastic systems admitting a flocking structure,
Proc of the 19th IFAC World Congres, Capetown, South Africa, pp.
2323-2328 (2014).
G. Bottegal and G. Picci, Modeling complex systems by Generalized Factor Analysis, IEEE Transactions on Automatic Control, vol {60}: pp 759 - 774, doi: 10.1109/TAC.2014.2357913, (2015).
G. Picci, L. Falcon, A. Ferrante and M. Zorzi, Hidden
Factor estimation in Dynamic Generalized Factor Analysis Models,
Automatica, (2023).
4. Stochastic model reduction by aggregation
G.Picci: Application of stochastic realization theory to a
fundamental problem of statistical physics (invited keynote
address at MTNS-85) in Modelling, Identification and Robust Control, C.
I. Byrnes, A. Lindquist eds. North Holland, pp. 211-258
(1986).
G. Picci: Aggregation of linear systems in a completely
deterministic framework in Three Decades of Mathematical
System Theory. A Collection of Surveys at the Occasion of the
Fiftieth Birthday of Jan C. Willems, H. Neijmeijer, J.M.
Schumacher eds., Springer Lecture Notes in Control and Information
Sciences, Vol.{135} pp. 358-381, 1989.
G.Picci: Stochastic model reduction by aggregation
in Systems Models and Feedback: Theory and Applicatons, A
Isidori, T.J. Tarn eds., Progress in Systems and Control Theory (PSCT),
volume 12, Birkhauser, 1992.
G. Picci and T.S.J. Taylor: Generation of Gaussian Processes and Linear
Chaos. Proc 31st IEEE Conf. on Decision and Control, Tucson Arizona,
pp. 2125--2131, 1992.
G. Picci and T.S.J. Taylor: Stochastic aggregation of flexible
mechanical structures in Recent advances in Mathematical
Theory of Systems, Control, Networks and Signal Processing II, H.
Kimura, S. Kodama eds., pp. 203--207, Mita press, Tokyo, 1992.
G. Picci: Markovian representation of linear Hamiltonian systems,
in Probabilistic Methods in Mathematical Physics, F. Guerra, M.I.
Loffredo and C. Marchioro eds. World Scientific Singapore,
pp.358--373, 1992.
5. Stochastic Control and applications
G.B. Di Masi, L. Finesso and G. Picci: Design of an LQG
controller for single-point moored large tankers, Automatica, Vol.{22},
No. 2, pp. 155-169, 1986.
G. Picci and S. Pinzoni: On feedback-dissipative systems Journal of
Math. Systems, Estimation and Control, vol.{2}, No. 1, pp. 1--30, 1992.
R. Muradore and G. Picci: Mixed H^2 / H^{infty} control: the
discrete-time case, Systems and Control Letters, vol {54}, pp. 1-13
(2005).
G. Picci and T.J. Taylor: Almost sure exponential convergence of random gossip algorithms, Internat. J. of Robust and Nonlinear Control vol 33 pp. 1033-1045 (2012)
6. Covariance Extension and applications
F. Carli, A. Ferrante, M. Pavon and G. Picci: A
Maximum Entropy solution of the Covariance Selection Problem for
Reciprocal Processes. In: Three Decades of Progress in
Control Sciences, Hu, X.; Jonsson, U.; Wahlberg, B.; Ghosh, B. (Eds.)
p. 77-93, Springer-Verlag, ISBN: 978-3-642-11277-5 (2010).
F. Carli, A. Ferrante, M. Pavon and G. Picci : A
Maximum Entropy approach to the Covariance Extension Problem for
Reciprocal Processes, in Proc. of the19th Int. Symposium on the
Mathematical Theory of Networks and Systems (MTNS 2010), Budapest,
Hungary, pp. 899-903, (2010).
F. Carli and G. Picci: On the factorization approach
to band extension of block-circulant matrices, in Proc. of the19th Int.
Symposium on the Mathematical Theory of Networks and Systems (MTNS
2010), Budapest, Hungary, pp. 907-914, (2010).
F. Carli, A. Ferrante, M. Pavon and G. Picci: A Maximum Entropy approach to the Covariance Extension Problem for Reciprocal Processes, IEEE Transactions on Automatic Control, vol {56}: pp. 1999--2012, (2011).
F. Carli, A. Ferrante, M. Pavon and G. Picci: An Efficient
Algorithm for Dempster's Completion of Block--Circulant Covariance
Matrices, Proc. 50th Decision and Control Conference (CDC}, pp.
2963--2968, Orlando FLA, USA (2011),.
A. Lindquist and G. Picci, The Circulant Rational Covariance
Extension Problem: The Complete Solution, IEEE Transactions on
Automatic Control, vol (58}, pp 2848-2861 (2013).
F.
Carli, A. Ferrante, M. Pavon and G. Picci: An Efficient Algorithm
for Maximum--Entropy Extension of Block--Circulant Covariance Matrices, Linear Algebra and its Applications, vol { 439} pp 2309--2339, doi: 10.1016 j.laa.2013.06.014 (2013).
A.Lindquist, C. Masiero and G. Picci, On the Multivariate
Circulant Rational Covariance Extension Problem, Proc of the 2013
Decision and Control Conference, Florence, Italy, pp. 7155�7161 (2013).
G. Picci, A new approach to circulant band extension, Proc of the
22nd Int. Symposium on the Mathematical Theory of Networks and
Systems (MTNS 2016), Minneapolis, MN. pp 123-130 (2016).
G. Picci and Bin Zhu: Approximation of Vector Processes by Covariance Matching with Applications to Smoothing, IEEE Control Systems Letters, vol 1 pp. 200-205, (2017).
Bin Zhu and G. Picci, Proof of Local Convergence of a new Algorithm for Covariance Matching of Periodic ARMA Models, IEEE Control Systems Letters, vol 1 pp. 206-211, (2017).
G. Picci: Periodic vector processes with an internal reciprocal
dynamics System and Control Letters (The Art Krener spcial Issue) to
appear.
7. Vision-Based estimation and guidance
R.Frezza, G. Picci, P. Perona, S. Soatto: System Theoretic Aspects of
Dynamic Vision (invited paper), in Trends in Control, A. Isidori ed.
Springer Verlag, pp. 349 - 383 , (1995).
R.Frezza, G. Picci: On line path following by recursive spline
updating", (invited paper FP09) Proceedings of the 34th
Conference on Decision and Control, New Orleans, IEEE Press, pp.
4047-4052, vol {4}, (1995).
G. Picci: Dynamic Vision and Estimation on Spheres, Proceedings
of the 1997 Conference on Decision and Control, San Diego Ca., p.
1140-1145, IEEE Press (1997).
R.Frezza, S. Soatto, G. Picci: On-line path following by recursive
spline updating, Proceedings of the 1997 Conference on Decision and
Control, San
Diego Ca, p. 1130-1135, IEEE Press, (1997).
A. Chiuso and G. Picci: Visual Tracking of Points as Estimation
onthe Unit Sphere in The Confluence of Vision and Control, D.
Kriegman, G. Hagerand S. Morse eds. Springer-Verlag Lecture Notes
in Control and Information Systems (LNCIS) n. 237, pp. 90-105, (1998).
R Frezza, G. Picci and S. Soatto ``A Lagrangian Formulation of
Nonholonomic Path Following" in The Confluence of Vision and Control,
D. Kriegman, G. Hager and S. Morse eds. Springer-Verlag Lecture Notes
in Control and Information Systems (LNCIS) n. 237, pp.118-133, (1998).
A. Chiuso and G. Picci: A wide-sense estimation theory on the unit
sphere, in Proceedings of the 1998 Conference on Decision and Control,
Tampa,
Florida, paper n. FM02-5, p. 3745-3750, (1998).
A. Chiuso, A. Ferrante, G. Picci: Reciprocal realization and
modeling of textured images, Proc. of the CDC-ECC05, conference,
Sevilla, Spain, pp. 6059-6064, (2005).
A. Chiuso, G. Picci and S. Soatto: Wide sense estimation on the orthogonal group, Communications in Information and Systems (the
Brockett legacy special issue) vol {8}, pp. 185-200, (2008).
A. Chiuso and G. Picci: Some identification techniques in
computer vision (invited paper), in Proc. of the 47th IEEE Decision and
Control Conference, pp. 3935-3946, Cancun, Mex. (2008).
8. Identification of Mechanical Systems via Variational Integrators
M.
Bruschetta, G. Picci and A. Saccon: Discrete Mechanical Systems: Second
Order Modelling and Identification, Proc of the 15th IFAC
Sysmposium on System Identification (SYSID), St Malo, France, pp.
456-461, (2009).
M. Bruschetta, G. Picci and A. Saccon : How to sample a linear
mechanical system, in Perspectives in Mathematical System Theory,
Control, and Signal Processing, J.C. Willems, S. Hara, Y. Ohta and H.
Fujioka eds, Springer LNCIS series n. 398, pp 343-354 (2010).
M.
Bruschetta, G. Picci and A. Saccon: A variational integrators approach
to second order modeling and identification of linear mechanical
systems, Automatica, vol {50}, pp. 727 -- 736, (2013).
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