Anders Lindquist | Academic Influence

Anders Lindquist's AcademicInfluence.com Rankings

Anders Lindquist

Mathematics

#4172

World Rank

#5983

Historical Rank

Control Theory

#59

World Rank

#63

Historical Rank

Applied Mathematics

#189

World Rank

#209

Historical Rank

Measure Theory

#2605

World Rank

#3119

Historical Rank

mathematics Degrees

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Mathematics

Anders Lindquist's Degrees

PhD Automatic Control Lund University
Masters Engineering Physics Lund University

Why Is Anders Lindquist Influential?

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According to Wikipedia, Anders Gunnar Lindquist is a Swedish applied mathematician and control theorist. He has made contributions to the theory of partial realization, stochastic modeling, estimation and control, and moment problems in systems and control. In particular, he is known for the discovery of the fast filtering algorithms for Kalman filtering in the early 1970s, and his seminal work on the separation principle of stochastic optimal control and, in collaborations with Giorgio Picci, the Geometric Theory for Stochastic Realization. Together with late Christopher I. Byrnes and Tryphon T. Georgiou , he is one of the founder of the so-called Byrnes-Georgiou-Lindquist school. They pioneered a new moment-based approach for the solution of control and estimation problems with complexity constraints.

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Anders Lindquist's Published Works

Number of citations in a given year to any of this author's works

Total number of citations to an author for the works they published in a given year. This highlights publication of the most important work(s) by the author

Published Works

On the partial realization problem (1983) (309)
A generalized entropy criterion for Nevanlinna-Pick interpolation with degree constraint (2001) (208)
Kullback-Leibler approximation of spectral density functions (2003) (208)
A new approach to spectral estimation: a tunable high-resolution spectral estimator (2000) (179)
A Convex Optimization Approach to the Rational Covariance Extension Problem (1999) (169)
A complete parameterization of all positive rational extensions of a covariance sequence (1995) (164)
On the Stochastic Realization Problem (1979) (158)
Canonical correlation analysis, approximate covariance extension, and identification of stationary time series (1996) (145)
Realization Theory for Multivariate Stationary Gaussian Processes (1985) (144)
Survey on the State of Systems and Control (1995) (116)
From Finite Covariance Windows to Modeling Filters: A Convex Optimization Approach (2001) (115)
Linear Stochastic Systems: A Geometric Approach to Modeling, Estimation and Identification (2016) (115)
A New Algorithm for Optimal Filtering of Discrete-Time Stationary Processes (1974) (97)
Matrix-valued Nevanlinna-Pick interpolation with complexity constraint: an optimization approach (2003) (94)
Cepstral coefficients, covariance lags, and pole-zero models for finite data strings (2001) (85)
On the partial stochastic realization problem (1997) (83)
On Feedback Control of Linear Stochastic Systems (1973) (66)
Generalized interpolation in $H^\infty$ with a complexity constraint (2004) (66)
Identifiability and Well-Posedness of Shaping-Filter Parameterizations: A Global Analysis Approach (2002) (64)
Theory and Applications of Nonlinear Control Systems (1986) (56)
A Stochastic Realization Approach to the Smoothing Problem. Revised. (1979) (53)
Frequency domain and state space methods for linear systems (1986) (51)
Universal regulators for optimal tracking in discrete-time systems affected by harmonic disturbances (1999) (51)
Optimal Filtering of Continuous-Time Stationary Processes by Means of the Backward Innovation Process (1974) (50)
GENERALIZED INTERPOLATION IN H ∞ WITH A COMPLEXITY CONSTRAINT (2004) (49)
A Convex Optimization Approach to Generalized Moment Problems (2003) (46)
Zeros of Spectral Factors, the Geometry of Splitting Subspaces, and the Algebraic Riccati Inequality (1995) (46)
Optimal damping of forced oscillations in discrete-time systems (1997) (45)
On the Duality between Filtering and Nevanlinna--Pick Interpolation (2000) (44)
A theorem on duality between estimation and control for linear stochastic systems with time delay (1972) (41)
The stability and instability of partial realizations (1982) (41)
The Generalized Moment Problem with Complexity Constraint (2006) (40)
The Separation Principle in Stochastic Control, Redux (2011) (40)
On the structure of state-space models for discrete-time stochastic vector processes (1984) (39)
On Fredholm integral equations, Toeplitz equations and Kalman-Bucy filtering (1975) (36)
Experimental evidence showing that stochastic subspace identification methods may fail 1 1 This rese (1998) (36)
Optimal control of linear stochastic systems with applications to time lag systems (1973) (36)
Computational and combinatorial methods in systems theory (1986) (36)
ARMA Identification of Graphical Models (2013) (34)
On the nonlinear dynamics of fast filtering algorithms (1992) (34)
The Circulant Rational Covariance Extension Problem: The Complete Solution (2012) (34)
Some reduced-order non-Riccati equations for linear least-squares estimation : the stationary, single-output case† (1976) (34)
Interior point solutions of variational problems and global inverse function theorems (2007) (34)
On the well-posedness of the rational covariance extension problem (1997) (33)
A Convex Optimization Approach to ARMA Modeling (2008) (33)
Remarks on control design with degree constraint (2006) (31)
Modelling, identification and robust control (1986) (31)
Multidimensional Rational Covariance Extension with Applications to Spectral Estimation and Image Compression (2015) (30)
State Space Models for Gaussian Stochastic Processes (1981) (29)
Forward and backward semimartingale models for gaussian processes with stationary increments (1985) (26)
Important Moments in Systems and Control (2008) (25)
The Multidimensional Moment Problem with Complexity Constraint (2015) (24)
Predictability and unpredictability in Kalman filtering (1991) (24)
The Inverse Problem of Analytic Interpolation With Degree Constraint and Weight Selection for Control Synthesis (2010) (23)
Linear Stochastic Systems (2015) (22)
Passivity-preserving model reduction by analytic interpolation (2007) (21)
On the structure of minimal splitting subspaces in stochastic realization theory (1977) (21)
On the multivariate circulant rational covariance extension problem (2013) (21)
Geometry of the Kimura-Georgiou parametrization of modelling filters (1989) (19)
A hardy space approach to the stochastic realization problem (1978) (18)
Multidimensional Rational Covariance Extension with Approximate Covariance Matching (2017) (17)
Markovian representation of discrete-time stationary stochastic vector processes (1981) (17)
On a condition for minimality of Markovian splitting subspaces (1982) (17)
Toward a solution of the minimal partial stochastic realization problem (1994) (17)
On optimal stochastic control with smoothed information (1968) (16)
A State-Space Theory for Stationary Stochastic Processes, (1978) (16)
A covariance extension approach to identification of time series (2000) (15)
The Moment Problem for Rational Measures: Convexity in the Spirit of Krein (2009) (15)
Likelihood Analysis of Power Spectra and Generalized Moment Problems (2016) (15)
The multidimensional circulant rational covariance extension problem: Solutions and applications in image compression (2015) (13)
Prediction-Error Approximation by Convex Optimization (2007) (13)
On minimal splitting subspaces and markovian representations (1978) (13)
On “Subspace Methods” Identification and Stochastic Model Reduction (1994) (13)
Stability-Preserving Rational Approximation Subject to Interpolation Constraints (2008) (12)
Output-Induced Subspaces, Invariant Directions, and Interpolation in Linear Discrete-Time Stochastic Systems (1997) (12)
The Inverse Problem of Analytic Interpolation with Degree Constraint (2006) (11)
Stable, Unstable and Center Manifolds for Fast Filtering Algorithms (1991) (10)
Toward a theory of nonlinear stochastic realization (1982) (10)
New Directions and Applications in Control Theory (2008) (9)
Moment-based Dirac Mixture Approximation of Circular Densities (2014) (9)
A note on the Jacobian conjecture (2008) (9)
A Hamiltonian approach to the factorization of the matrix Riccati equation (1982) (8)
Linear Least-Squares Estimation of Discrete-Time Stationary Processes by Means of Backward Innovations (1975) (8)
On the Mayne-Fraser smoothing formula and stochastic realization theory for nonstationary linear stochastic systems (1979) (8)
On Duality between Filtering and Interpolation (1997) (8)
An innovations approach to optimal control of linear stochastic systems with time delay (1969) (8)
A homotopy continuation solution of the covariance extension equation (2005) (8)
Modeling of Stationary Periodic Time Series by ARMA Representations (2015) (7)
The Uncertain Generalized Moment Problem with Complexity Constraint (2003) (7)
Dynamic Relations in Sampled Processes (2018) (7)
On time-reversibility of linear stochastic models (2013) (6)
On Degree-Constrained Analytic Interpolation With Interpolation Points Close to the Boundary (2009) (5)
Identification of Low Rank Vector Processes (2021) (5)
Non-Gaussian Bayesian Filtering by Density Parametrization Using Power Moments (2022) (5)
Spectral estimation of periodic and skew periodic random signals and approximation of spectral densities (2014) (5)
Two Alternative Views on Control Design with Degree Constraint (2005) (5)
Infinite Dimensional Stochastic Realizations of Continuous-Time Stationary Vector Processes (1984) (5)
Optimal Damping of Forced Oscillations in Discrete-time Systems by Output Feedback (1997) (4)
Realization Theory for Multivariate Gaussian Processes II: State Space Theory Revisited and Dynamical Representations of Finite Dimensional. (1979) (4)
An Analytic Interpolation Approach to Stability Margins With Emphasis on Time Delay (2019) (4)
Partial realization theory and system identification redux (2017) (4)
On integrals in multi-output discrete-time Kalman-Bucy filtering (1976) (4)
Modeling and Identification of Low Rank Vector Processes (2020) (4)
On the Stochastic Realization Problem. Revision. (1978) (4)
Graphical Models of Autoregressive Moving-Average Processes (2010) (4)
Bi-tangential Nevanlinna-Pick interpolation with a complexity constraint (2006) (4)
The Multidimensional Moment Problem with Complexity Constraint (2015) (3)
Analytic interpolation with degree constraint: a constructive theory with applications to control and signal processing (1999) (3)
Extreme points of Riccati inequalities (1984) (3)
The geometry of positive real functions with applications to the rational covariance extension problem (1994) (3)
Forward and backward semimartingale representations for stationary increments processes (1984) (3)
Spectral Rank, Feedback, Causality and the Indirect Method for CARMA Identification (2020) (3)
Revisiting the separation principle in stochastic control (2012) (3)
Lower Bounds on the Maximum Delay Margin by Analytic Interpolation (2018) (3)
Comments on "A simple proof of the separation theorem for linear stochastic systems with time delays" (1980) (3)
The Covariance Extension Equation: A Riccati-Type Approach to Analytic Interpolation (2020) (3)
Modeling of Low Rank Time Series (2021) (3)
A Global Analysis Approach to Passivity Preserving Model Reduction (2006) (3)
A modified Riccati approach to analytic interpolation with applications to system identification and robust control (2018) (3)
Some new non-Riccati algorithms for continuous-time Kalman-Bucy filtering (1976) (3)
Density Steering by Power Moments (2022) (2)
Important moments in systems, control and optimization (2009) (2)
UNIVERSAL REGULATORS FOR OPTIMAL SIGNAL TRACKING IN LINEAR DISCRETE SYSTEMS (1998) (2)
Identifiability of shaping filters from covariance lags, cepstral windows and Markov parameters (2002) (2)
Linear Estimation and Stochastic Control (M. H. A. Davis) (1980) (2)
Stable rational approximation in the context of interpolation and convex optimization (2007) (2)
Multivariable analytic interpolation with complexity constraints: A modified Riccati approach (2019) (2)
Linear Stochastic Systems (Peter E. Caines) (1990) (2)
On noncausal estimation, stochastic realization, and the Riccati inequality (1989) (2)
Optimal Estimation With Missing Observations via Balanced Time-Symmetric Stochastic Models (2015) (2)
Further results on multidimensional rational covariance extension with application to texture generation (2017) (2)
Advances in High-Resolution Spectral Estimation (2000) (1)
Comments on "Certainty equivalence in stochastic linear time-lag systems" (1971) (1)
A benchmark problem in robust control with degree constraint : two-sided Nudelman interpolation with complexity constraint approach (2008) (1)
A Global-Analysis Approach to Robust Control (2006) (1)
A Non-Classical Parameterization for Density Estimation Using Sample Moments (2022) (1)
Comments on "Canonical matrix fraction and state-space descriptions for deterministic and stochastic linear systems" (1977) (1)
Technical Advances in Process Science Research at the Center for Optics Manufacturing (1993) (1)
The Covariance Extension Equation Revisited (2005) (1)
Group Steering: Approaches Based on Power Moments (2022) (1)
Multidimensional Rational Covariance Extension with Applications to Image Compression (2015) (1)
An identification approach to image deblurring (2016) (1)
Output-induced subspaces, invariant directions and interpolation in linear discrete-time stochastic systems (1997) (1)
Linear Finite-Dimensional Stochastic Systems (2015) (0)
A parameterized solution to the simultaneous stabilization problem (2023) (0)
7th international symposium on the mathematical theory of networks and systems on Modelling, identification and robust control (1986) (0)
On a Fejer-Riesz factorization of generalized trigonometric polynomials (2020) (0)
A convex optimization approach to the covariance extension problem with degree constraint (1999) (0)
A Non-Gaussian Bayesian Filter Using Power and Generalized Logarithmic Moments (2022) (0)
Geometry of Second-Order Random Processes (2015) (0)
On analytic interpolation with non-classical constraints for solving problems in robust control (2020) (0)
Universal regulators for optimal damping and tracking in discrete-time systems (1997) (0)
PUBLICATIONS, ETC. 2008 (2008) (0)
Spectral Factorization of Rank Deficient Rational Densities, with Applications in Identification (2022) (0)
REALIZATION THEORY FOR NONSTATIONARY LINEAR STOCHASTIC SYSTEMS (1979) (0)
Synchronization of nonlinear delayed semi-Markov jump neural networks via distributed delayed impulsive control (2023) (0)
Finite-Interval and Partial Stochastic Realization Theory (2015) (0)
Stochastic Balancing and Model Reduction (2015) (0)
The Geometry of Splitting Subspaces (2015) (0)
Modeling of Periodic Time Series by Bilateral ARMA Representations (2014) (0)
Some Algorithmic Problems in Linear Systems I. (1979) (0)
Weight selection for gap robustness with degree-constrained controllers (2008) (0)
Quantitative Error Analyses of Spectral Density Estimators Using Covariance Lags (2023) (0)
Recent Progress in Stochastic Realization Theory (1990) (0)
Smoothing and Interpolation (2015) (0)
Spectral Factorization in Continuous Time (2015) (0)
Kalman's Influence on My Scientific Work: Some Recollections and Reflections [Historical Perspectives] (2017) (0)
Recent Progress on the Partial Stochastic Realization Problem (1997) (0)
Algorithms, Modeling and Estimation for Linear Systems. (1983) (0)
A Multivariate Non-Gaussian Bayesian Filter Using Power Moments (2022) (0)
1 ADVANCES IN HIGH-RESOLUTION SPECTRAL ESTIMATION (2001) (0)
PUBLICATIONS, ETC. 2006 (2006) (0)
Proper Markovian Representations in Hardy Space (2015) (0)
Method and device for language analysis and synthesis by allpass-sieb chain filters (1998) (0)
Lectures on linear least-squares estimation [Book reviews] (1980) (0)
On the Stability and Instability of Padé Approximants (2010) (0)
Stochastic Systems with Inputs (2015) (0)
Spectral Representation of Stationary Processes (2015) (0)
General Distribution Steering: A Sub-Optimal Solution by Convex Optimization (2023) (0)
Stochastic Realization Theory in Continuous Time (2015) (0)
Zero Dynamics and the Geometry of the Riccati Inequality (2015) (0)
Method and apparatus for speaker verification using a tunable high-resolution spectral estimator (2009) (0)
Subspace Identification of Time Series (2015) (0)
Acausal Linear Stochastic Models and Spectral Factorization (2015) (0)
Innovations, Wold Decomposition, and Spectral Factorization (2015) (0)
The stabilitv and instabilitv of partial realiiations (1982) (0)
7th international symposium on the mathematical theory of networks and systems on Computational and combinatorial methods in systems theory (1986) (0)

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