Kalman2C Rudolph

• 2100419 (2005g:91158)
  Pincus, Steve; Kalman, Rudolf E.(CH-ETHZ)
  Irregularity, volatility, risk, and financial market time series. (English summary)
  Proc. Natl. Acad. Sci. USA 101 (2004), no. 38, 13709--13714 (electronic).
  91B84 (62M10 91B28)
  
• 2100419 (2005g:91158)
  Pincus, Steve; Kalman, Rudolf E.(CH-ETHZ)
  Irregularity, volatility, risk, and financial market time series. (English summary)
  Proc. Natl. Acad. Sci. USA 101 (2004), no. 38, 13709--13714 (electronic).
  91B84 (62M10 91B28)
  
• 1705182
  Kalman, R. E.(CH-ETHZ-IAP)
  Robustness in identification. Robustness in identification and control (Siena, 1998), 1--3,
  Lecture Notes in Control and Inform. Sci., 245, Springer, London, 1999.
  93-02 (93B30)
  
• 1444115 (99d:68179)
  Pincus, Steve; Kalman, Rudolf E.(CH-ETHZ-ST)
  Not all (possibly) ``random'' sequences are created equal. (English summary)
  Proc. Nat. Acad. Sci. U.S.A. 94 (1997), no. 8, 3513--3518.
  68R05 (60A05 68Q30)
  
• 1434808 (98d:60005)
  Kalman, R. E.(CH-ETHZ)
  Probability in the real world as a system attribute.
  Special issue on control and system theory.
  CWI Quarterly 9 (1996), no. 3, 181--203.
  60A05 (00A30 00A69 03B48)
  
• 1326980
  Kalman, R. E.
  Addendum to: ``Randomness and probability'' [Math. Japon 41 (1995), no. 1, 41--58].
  Math. Japon. 41 (1995), no. 2, 463.
  60A05 (01A60)
  
• 1317751
  Kalman, R. E.(CH-ETHZ)
  Randomness and probability.
  Math. Japon. 41 (1995), no. 1, 41--58.
  60A05 (01A60)
  
• 1307093
  Kalman, R. E.(CH-ETHZ)
  Randomness reexamined.
  MIC---Model. Identif. Control 15 (1994), no. 3, 141--151.
  60A05 (93E12)
  
• 1220834 (94d:01002)
  Kalman, R. E.(CH-ETHZ-ST)
  Probability and science.
  Nieuw Arch. Wisk. (4) 11 (1993), no. 1, 51--66.
  01A05
  
• 1220833 (94d:01079)
  Willems, Jan C.(NL-GRON)
  Laudatio for the Johann Bernoulli Lecture for Rudolf Kalman.
  Nieuw Arch. Wisk. (4) 11 (1993), no. 1, 43--50.
  01A70
  
• 1296036
  List of technical publications of R. E. Kalman. Mathematical system theory, 9--13, Springer, Berlin, 1991.
  01A70
  
• 1296035 (95c:93005)
  Mathematical system theory.
  The influence of R. E. Kalman. A Festschrift in honor of R. E. Kalman on the occasion of his sixtieth birthday. Edited by Athanasios C. Antoulas. Springer-Verlag, Berlin, 1991. xii+605 pp. ISBN: 3-540-52994-2
  93-06 (00B30)
  
• 1110596 (92g:93108)
  Kalman, R. E.(CH-ETHZ)
  A theory for the identification of linear relations. Frontiers in pure and applied mathematics, 117--132, North-Holland, Amsterdam, 1991.
  93E24 (62H25 62J05 93B30)
  
• 1063965
  Rudolf Emil Kalman. (French)
  C. R. Acad. Sci. Paris Sér. Gén. Vie Sci. 6 (1989), no. 6, 497--498.
  01A70
  
• 923195 (89b:93107) MR0923195 (89b:93107)
  Kalman, R. E.(CH-ETHZ)
  Identification of systems with noise. (Hungarian)
  Alkalmaz. Mat. Lapok 13 (1987/88), no. 1-2, 171--185.
  93E12
  
• 807782 (87c:93073) MR0807782 (87c:93073)
  Kalman, R. E.
  Identification of systems with noise. (Russian)
  Translated from the English by Yu. M. Kabanov. International conference on current problems in algebra and analysis (Moscow-Leningrad, 1984).
  Uspekhi Mat. Nauk 40 (1985), no. 4(244), 27--41.
  93E12
  
• 752524 (85g:93006) MR0752524 (85g:93006)
  Mathematical modelling in science and technology.
  Proceedings of the fourth international conference on mathematical modelling held in Zurich, August 15--17, 1983. Edited by Xavier J. R. Avula, Rudolf E. Kalman, Anthanasios I. Liapis and Ervin Y. Rodin. Pergamon Press, Oxford, 1984. xvi+1006 pp. ISBN: 0-08-030156-8
  93-06 (00A69)
  
• 746207 (86a:62106) MR0746207 (86a:62106)
  Kalman, R. E.(CH-ETHZ)
  We can do something about multicollinearity!
  Comm. Statist. A---Theory Methods 13 (1984), no. 2, 115--125.
  62J07 (62P20)
  
• 702677 (85b:62099) MR0702677 (85b:62099)
  Kalman, R. E.(1-FL-S)
  Identifiability and modeling in econometrics. Developments in statistics, Vol. 4, 97--136,
  Develop. in Statist., 4, Academic Press, New York, 1983.
  62P20 (90A20 93E11)
  
• 759563 MR0759563
  Kalman, R. E.(1-FL)
  Dynamic econometric models: a system-theoretic critique. New quantitative techniques for economic analysis, 19--28,
  Econom. Theory Econometrics Math. Econom., Academic Press, Orlando, FL, 1982.
  90A16
  
• 703692 (84k:93071) MR0703692 (84k:93071)
  Kalman, R. E.
  System identification from noisy data. Dynamical systems, II (Gainesville, Fla., 1981), 135--164, Academic Press, New York-London, 1982.
  93E12 (62P20)
  
• 715450 MR0715450
  Kalman, R. E.(1-FL)
  Identifiability and problems of model selection in econometrics. Advances in econometrics (Aix-en-Provence, 1980), 169--207,
  Econom. Soc. Monogr. Quantitative Econom., Cambridge Univ. Press, Cambridge, 1982.
  62P20
  
• 669917 (83j:93026) MR0669917 (83j:93026)
  Kalman, R. E.
  Realization of covariance sequences. Toeplitz centennial (Tel Aviv, 1981), pp. 331--342,
  Operator Theory: Adv. Appl., 4, Birkhäuser, Basel-Boston, Mass., 1982.
  93B10 (93B25 94A17)
  
• 646952 (83a:93021) MR0646952 (83a:93021)
  Kalman, R. E.
  On the computation of the reachable/observable canonical form.
  SIAM J. Control Optim. 20 (1982), no. 2, 258--260.
  93B10
  
• 641923 (84h:93025) MR0641923 (84h:93025)
  Kalman, R. E.
  Pattern recognition properties of multilinear response functions. I, II. (Russian, Polish summary)
  Control Cybernet. 9 (1980), no. 1-2, 5--20, 21--31.
  93B25 (93C10)
  
• 590679 (81i:90046) MR0590679 (81i:90046)
  Kalman, R. E.
  A system-theoretic critique of dynamic economic models.
  Internat. J. Policy Anal. Inform. Systems 4 (1980), no. 1, 3--22.
  90A16 (93A99)
  
• 565192 (81b:90046) MR0565192 (81b:90046)
  Kalman, R. E.
  A system-theoretic critique of dynamic economic models. Global and large scale system models (Proc. Center for Adv. Stud. (CAS) Internat. Summer Sem., Dubrovnik, 1978), pp. 3--24,
  Lecture Notes in Control and Information Sci., 19, Springer, Berlin-New York, 1979.
  90A16 (93A10)
  
• 557691 (80k:93022) MR0557691 (80k:93022)
  Kalman, R. E.
  On partial realizations, transfer functions, and canonical forms.
  Topics in systems theory.
  Acta Polytech. Scand. Math. Comput. Sci. Ser. No. 31 (1979), 9--32.
  93C05 (14A25)
  
• 520695 (80c:93140) MR0520695 (80c:93140)
  Kalman, R. E.
  Nonlinear realization theory. Transactions of the Twenty-Fourth Conference of Army Mathematicians (Univ. Virginia, Charlottesville, Va., 1978), pp. 259--269,
  ARO Rep., 79,1, U. S. Army Res. Office, Research Triangle Park, N.C., 1979.
  93E99
  
• 683458 MR0683458 (58 #33222)
  Hazewinkel, Michiel; Kalman, Rudolf E.
  On invariants, canonical forms and moduli for linear, constant, finite dimensional, dynamical systems. Mathematical systems theory (Proc. Internat. Sympos., Internat. Centre Mech. Sci., Udine, 1975), pp. 48--60. Lecture Notes in Econom. and Math. Systems, 131. Springer, Berlin, 1976.
  93A99 (14D20)
  
• 504107 MR0504107 (58 #20667)
  Kalman, R. E.
  Realization theory of linear dynamical systems. Control theory and topics in functional analysis (Internat. Sem., Internat. Centre Theoret. Phys., Trieste, 1974), Vol. II, pp. 235--256. Internat. Atomic Energy Agency, Vienna, 1976.
  93B15
  
• 480557 MR0480557 (58 #716)
  Kalman, R. E.
  Algebraic aspects of the generalized inverse of a rectangular matrix. Generalized inverses and applications (Proc. Sem., Math. Res. Center, Univ. Wisconsin, Madison, Wis., 1973), pp. 111--124. Publ. Math. Res. Center Univ. Wisconsin, No. 32, Academic Press, New York, 1976.
  15A09
  
• 343979 MR0343979 (49 #8719)
  Estimation theory.
  Edited by Demetrios G. Lainiotis. Dedicated to Norbert Wiener and R. E. Kalman. Special issue: Information Sci. 7 (1974), no. 3/4. American Elsevier Publishing Co. Inc., New York, 1974. 189--366.
  93EXX
  
• 366439 MR0366439 (51 #2686)
  Kalman, R. E.; Rouchaleau, Yves
  Realization theory of linear systems over a commutative ring. Automata, languages and programming (Proc. Sympos., Rocquencourt, 1972), pp. 61--65. North Holland, Amsterdam, 1973.
  93A05
  
• 479506 MR0479506 (57 #18930)
  Kalman, R. E.; Hautus, M. L. J.
  Realization of continuous-time linear dynamical systems: rigorous theory in the style of Schwartz. Ordinary differential equations (Proc. NRL-MRC Conf., Math. Res. Center, Naval Res. Lab., Washington, D.C., 1971), pp. 151--164. Academic Press, New York, 1972.
  93B15
  
• 437145 MR0437145 (55 #10078)
  Rouchaleau, Yves; Wyman, Bostwick F.; Kalman, R. E.
  Algebraic structure of linear dynamical systems. III. Realization theory over a commutative ring.
  Proc. Nat. Acad. Sci. U.S.A. 69 (1972), 3404--3406.
  93A05
  
• 421751 MR0421751 (54 #9745)
  Kalman, R. E.
  Kronecker invariants and feedback. Ordinary differential equations (Proc. Conf., Math. Res. Center, Naval Res. Lab., Washington, D. C., 1971), pp. 459--471. Academic Press, New York, 1972.
  93B10
  
• 300687 MR0300687 (45 #9732)
  {\cyr Kalman, R.}; {\cyr Falb, P.}; {\cyr Arbib, M.}
  {\cyr Ocherki po matematicheskoĭ teorii sistem}. (Russian) [Topics in mathematical system theory]
  Translated from the English by È. L. Nappelʹbaum. Edited by Ja. Z. Cypkin. Izdat. ``Mir'', Moscow, 1971. 400 pp.
  93A10
  
• 318617 MR0318617 (47 #7164)
  Kalman, R. E.
  New algebraic methods in stability theory. (Russian summary) Proceedings of the Fifth International Conference on Nonlinear Oscillations (Kiev, 1969), Vol. 2: Qualitative methods in the theory of nonlinear oscillations (Russian), pp. 189--199. Izdanie Inst. Mat. Akad. Nauk Ukrain. SSR, Kiev, 1970.
  34D25 (12D10 93D10)
  
• 255103 MR0255103 (40 #8309)
  Kalman, R. E.
  Some computational problems and methods related to invariant factors and control theory. 1970 Computational Problems in Abstract Algebra (Proc. Conf., Oxford, 1967) pp. 393--398 Pergamon, Oxford
  68.00 (65.00)
  
• 323385 MR0323385 (48 #1742)
  Kalman, R. E.
  Introduction to the algebraic theory of linear dynamical systems. Mathematical systems theory and economics, I, II (Proc. Internat. Summer School, Varenna, 1967), pp. 41--65. Lecture Notes in Oper. Res. and Math. Econom., Vols. 11, 12, Springer, Berlin, 1969.
  93A10
  
• 286517 MR0286517 (44 #3726)
  Kalman, R. E.
  Advanced theory of linear systems. 1969 Topics in Mathematical System Theory pp. 237--339 McGraw-Hill, New York
  93.10
  
• 280225 MR0280225 (43 #5946)
  Kalman, R. E.
  Lectures on controllability and observability. 1969 Controllability and Observability (C.I.M.E. 1st Ciclo, Sasso Marconi (Bologna), 1968) pp. 1--149 Edizioni Cremonese, Rome
  93.20
  
• 271132 MR0271132 (42 #6015)
  Kalman, R. E.
  Algebraic characterization of polynomials whose zeros lie in certain algebraic domains.
  Proc. Nat. Acad. Sci. U.S.A. 64 1969 818--823.
  15.60 (30.00)
  
• 255260 MR0255260 (40 #8465)
  Kalman, R. E.; Falb, P. L.; Arbib, M. A.
  Topics in mathematical system theory. McGraw-Hill Book Co., New York-Toronto, Ont.-London 1969 xiv+358 pp.
  93.10 (94.00)
  
• 220532 MR0220532 (36 #3591)
  Kalman, R. E.
  Algebraic aspects of the theory of dynamical systems. 1967 Differential Equations and Dynamical Systems (Proc. Internat. Sympos., Mayaguez, P.R., 1965) pp. 133--146 Academic Press, New York
  93.10 (94.00)
  
• 238580 MR0238580 (38 #6856)
  Kalman, R. E.
  Algebraic theory of linear systems. (Polish, Russian summary)
  Arch. Automat. i Telemech. 11 1966 119--130.
  93.10
  
• 219335 MR0219335 (36 #2418)
  Kalman, R. E.
  Toward a theory of difficulty of computation in optimal control (With discussion). 1966 Proc. IBM Sci. Comput. Sympos. Control Theory Appl. (Yorktown Heights, N.Y., 1964) pp. 25--43 IBM Data Process. Division, White Plains, N.Y.
  93.40 (65.00)
  
• 199023 MR0199023 (33 #7173)
  Anderson, B. D. O.; Newcomb, R. W.; Kalman, R. E.; Youla, D. C.
  Equivalence of linear time-invariant dynamical systems.
  J. Franklin Inst. 281 1966 371--378.
  93.20
  
• 256769 MR0256769 (41 #1425)
  Kalman, R. E.
  Linear stochastic filtering theory---reappraisal and outlook. 1965 Proc. Sympos. on System Theory (New York, 1965) pp. 197--205 Polytechnic Press, Polytechnic Inst. Brooklyn, Brooklyn, N.Y.
  94.10
  
• 255261 MR0255261 (40 #8466)
  Kalman, R. E.
  Algebraic theory of linear systems. 1965 Proc. Third Annual Allerton Conf. on Circuit and System Theory pp. 563--577 Univ. Illinois, Urbana, Ill.
  93.10 (94.00)
  
• 245360 MR0245360 (39 #6670)
  Ho, B. L.; Kalman, R. E.
  Effective construction of linear state-variable models from input/output data. 1965 Proc. Third Annual Allerton Conf. on Circuit and System Theory pp. 449--459 Univ. Illinois, Urbana, Ill.
  94.30
  
• 199025 MR0199025 (33 #7175)
  Kalman, R. E.
  Algebraic structure of linear dynamical systems. I. The module of $\sum $.
  Proc. Nat. Acad. Sci. U.S.A. 54 1965 1503--1508.
  93.20
  
• 195603 MR0195603 (33 #3801)
  Kalman, R. E.
  On canonical realizations. (Russian, Polish summary)
  Arch. Automat. i Telemech 10 1965 3--10.
  93.20
  
• 190299 MR0190299 (32 #7712)
  Kalman, R. E.
  On the Hermite-Fujiwara theorem in stability theory.
  Quart. Appl. Math. 23 1965 279--282.
  30.10
  
• 183559 MR0183559 (32 #1039)
  Weiss, Leonard; Kalman, R. E.
  Contributions to linear system theory. (French, German, Italian, Russian summary)
  Internat. J. Engrg. Sci. 3 1965 141--171.
  93.20
  
• 182479 MR0182479 (31 #6702)
  Kalman, R. E.
  Irreducible realizations and the degree of a rational matrix.
  J. Soc. Indust. Appl. Math. 13 1965 520--544.
  93.20 (94.30)
  
• 162680 MR0162680 (28 #5878)
  Kalman, R. E.
  The theory of optimal control and the calculus of variations. 1963 Mathematical optimization techniques pp. 309--331 Univ. California Press, Berkeley, Calif.
  93.40 (49.00)
  
• 155070 MR0155070 (27 #5012)
  Kalman, R. E.; Ho, Y. C.; Narendra, K. S.
  Controllability of linear dynamical systems.
  Contributions to Differential Equations 1 1963 189--213.
  34.85
  
• 153943 MR0153943 (27 #3904)
  Szegö, George; Kalman, Rudolph
  Sur la stabilité absolue d'un système d'équations aux différences finies. (French)
  C. R. Acad. Sci. Paris 257 1963 388--390.
  34.85 (34.51)
  
• 152167 MR0152167 (27 #2147)
  Kalman, R. E.
  Mathematical description of linear dynamical systems.
  J. SIAM Control Ser. A 1 1963 152--192 (1963).
  70.49
  
• 151696 MR0151696 (27 #1680)
  Kalman, R. E.
  Lyapunov functions for the problem of Lurʹe in automatic control.
  Proc. Nat. Acad. Sci. U.S.A. 49 1963 201--205.
  34.85 (34.51)
  
• 152399 MR0152399 (27 #2379)
  Kalman, R. E.
  Control of randomly varying linear dynamical systems. 1962 Proc. Sympos. Appl. Math., Vol. XIII pp. 287--298 American Mathematical Society, Providence, R.I.
  93.60
  
• 138865 MR0138865 (25 #2305)
  Kalman, R. E.
  Canonical structure of linear dynamical systems.
  Proc. Nat. Acad. Sci. U.S.A. 48 1962 596--600.
  34.65
  
• 234760 MR0234760 (38 #3076)
  Kalman, R. E.; Bucy, R. S.
  New results in linear filtering and prediction theory.
  Trans. ASME Ser. D. J. Basic Engrg. 83 1961 95--108.
  94.10
  
• 157811 MR0157811 (28 #1040)
  Kalman, R. E.; Bertram, J. E.
  Control system analysis and design via the ``second method'' of Lyapunov. II. Discrete-time systems.
  Trans. ASME Ser. D. J. Basic Engrg. 82 1960 394--400.
  93.20
  
• 157810 MR0157810 (28 #1039)
  Kalman, R. E.; Bertram, J. E.
  Control system analysis and design via the ``second method'' of Lyapunov. I. Continuous-time systems.
  Trans. ASME Ser. D. J. Basic Engrg. 82 1960 371--393.
  93.20
  
• 127472 MR0127472 (23 #B518)
  Kalman, R. E.
  Contributions to the theory of optimal control.
  Bol. Soc. Mat. Mexicana (2) 5 1960 102--119.
  93.40
  
• 103792 MR0103792 (21 #2556)
  Kalman, R. E.; Bertram, J. E.
  A unified approach to the theory of sampling systems.
  J. Franklin Inst. 267 1959 405--436.
  93.00
  
• 88420 MR0088420 (19,517a)
  Kalman, R. E.
  Physical and mathematical mechanisms of instability in nonlinear automatic control systems.
  Trans. A.S.M.E. 79 (1957), 553--563, discussion 563--566.
  93.0X