Search Results for author: Francesca Paola Carli

Found 5 papers, 0 papers with code

On the Geometry of Message Passing Algorithms for Gaussian Reciprocal Processes

no code implementations30 Mar 2016 Francesca Paola Carli

In the literature, a significant amount of attention has been focused on developing dynamical models for reciprocal processes.

Modeling and Estimation of Discrete-Time Reciprocal Processes via Probabilistic Graphical Models

no code implementations14 Mar 2016 Francesca Paola Carli

Reciprocal processes are acausal generalizations of Markov processes introduced by Bernstein in 1932.

On the Projective Geometry of Kalman Filter

no code implementations31 Mar 2015 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.

Maximum Entropy Kernels for System Identification

no code implementations20 Nov 2014 Francesca Paola Carli, Tianshi Chen, Lennart Ljung

In this paper we show that maximum entropy properties indeed extend to the whole family of DC kernels.

Matrix Completion

On the Maximum Entropy Property of the First-Order Stable Spline Kernel and its Implications

no code implementations22 Jun 2014 Francesca Paola Carli

In this paper we provide an independent proof that relies on the theory of matrix extension problems in the graphical model literature and leads to a closed form expression for the inverse of the first order stable spline kernel as well as to a new factorization in the form $UWU^\top$ with $U$ upper triangular and $W$ diagonal.

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