I. Markovsky

Publication List Details

Period

1998 - 2009

Number

55

Co-Authors

Modeling and Parameter Estimation of High Voltage Transformer Using Rational Transfer Function State Space Approach (2008)

Mohamed, R, Markovsky, I, Lewin, P L

Parameter estimation is an important technique for modeling of a high voltage transformer under wide frequency range. The complexity of the winding makes the system so complicated that a model of the...

with a change point (2008)

A. Kukush, I. Markovsky, S. Van Huffel

a linear multivariate measurement error model

On the conic section fitting problem (2007)

Shklyar, S., Kukush, A., Markovsky, I., Van Huffel, S

Adjusted least squares (ALS) estimators for the conic section problem are considered. Consistency of the translation invariant version of ALS estimator is proved. The similarity invariance of the ALS...

An adapted version of the element-wise weighted total least squares method for applications in chemometrics (2007)

Markovsky, I

The Maximum Likelihood PCA (MLPCA) method has been devised in chemometrics as a generalization of the well-known PCA method in order to derive consistent estimators in the presence of errors with...

On the conic section fitting problem (2007)

Shklyar, S., Kukush, A., Markovsky, I., Van Huffel, S

Adjusted least squares (ALS) estimators for the conic section problem are considered. Consistency of the translation invariant version of ALS estimator is proved. The similarity invariance of the ALS...

On the conic section fitting problem (2007)

Shklyar, S., Kukush, A., Markovsky, I., Van Huffel, S

Adjusted least squares (ALS) estimators for the conic section problem are considered. Consistency of the translation invariant version of ALS estimator is proved. The similarity invariance of the ALS...

Exact and Approximate Modeling of Linear Systems: A Behavioral Approach (2006)

Markovsky, I., Willems, J. C., Van Huffel, S., De Moor, B.

Exact and Approximate Modeling of Linear Systems: A Behavioral Approach elegantly introduces the behavioral approach to mathematical modeling, an approach that requires models to be viewed as sets of...

Exact and Approximate Modeling of Linear Systems: A Behavioral Approach (2006)

Markovsky, I., Willems, J. C., Van Huffel, S., De Moor, B.

Exact and Approximate Modeling of Linear Systems: A Behavioral Approach elegantly introduces the behavioral approach to mathematical modeling, an approach that requires models to be viewed as sets of...

Exact and Approximate Modeling of Linear Systems: A Behavioral Approach (2006)

Markovsky, I., Willems, J. C., Van Huffel, S., De Moor, B.

Exact and Approximate Modeling of Linear Systems: A Behavioral Approach elegantly introduces the behavioral approach to mathematical modeling, an approach that requires models to be viewed as sets of...

The element-wise weighted total least squares problem (2006)

Markovsky, I., Rastello, M., Premoli, P., Van Huffel, S.

A new technique for parameter estimation is considered in a linear measurement error model AX approx B, A = A0 + tilde A, B = B0 + tilde B, with row-wise independent and non-identically distributed...

The element-wise weighted total least squares problem (2006)

Markovsky, I., Rastello, M., Premoli, P., Van Huffel, S.

A new technique for parameter estimation is considered in a linear measurement error model AX approx B, A = A0 + tilde A, B = B0 + tilde B, with row-wise independent and non-identically distributed...

The element-wise weighted total least squares problem (2006)

Markovsky, I., Rastello, M., Premoli, P., Van Huffel, S.

A new technique for parameter estimation is considered in a linear measurement error model AX approx B, A = A0 + tilde A, B = B0 + tilde B, with row-wise independent and non-identically distributed...

Consistency of the structured total least squares estimator in a multivariate errors-in-variables model (2005)

Kukush, A., Markovsky, I., Van Huffel, S.

The structured total least squares estimator, defined via a constrained optimization problem, is a generalization of the total least squares estimator when the data matrix and the applied correction...

Block-Toeplitz/Hankel structured total least squares (2005)

Markovsky, I., Van Huffel, S., Pintelon, R.

A multivariate structured total least squares problem is considered, in which the extended data matrix is partitioned into blocks and each of the blocks is block-Toeplitz/Hankel structured,...

Linear dynamic filtering with noisy input and output (2005)

Markovsky, I., De Moor, B.

Estimation problems for linear time-invariant systems with noisy input and output are considered. The smoothing problem is a least norm problem. An efficient algorithm using a Riccati-type recursion...

Application of structured total least squares for system identification and model reduction (2005)

Markovsky, I., Willems, J. C., Van Huffel, S., De Moor, B., Pintelon, R.

The following identification problem is considered: minimize the l2 norm of the difference between a given time series and an approximating one under the constraint that the approximating time series...

High-performance numerical algorithms and software for structured total least squares (2005)

Markovsky, I., Van Huffel, S.

We present a software package for structured total least squares approximation problems. The allowed structures in the data matrix are block-Toeplitz, block-Hankel, unstructured, and exact....

On the equivalence between Total Least Squares and Maximum Likelihood PCA (2005)

Schuermans, M., Markovsky, I., Wentzell, P., Van Huffel, S.

The maximum likelihood PCA (MLPCA) method has been devised in chemometrics as a generalization of the well-known PCA method in order to derive consistent estimators in the presence of errors with...

Consistency of the structured total least squares estimator in a multivariate errors-in-variables model (2005)

Kukush, A., Markovsky, I., Van Huffel, S.

The structured total least squares estimator, defined via a constrained optimization problem, is a generalization of the total least squares estimator when the data matrix and the applied correction...

Block-Toeplitz/Hankel structured total least squares (2005)

Markovsky, I., Van Huffel, S., Pintelon, R.

A multivariate structured total least squares problem is considered, in which the extended data matrix is partitioned into blocks and each of the blocks is block-Toeplitz/Hankel structured,...

Linear dynamic filtering with noisy input and output (2005)

Markovsky, I., De Moor, B.

Estimation problems for linear time-invariant systems with noisy input and output are considered. The smoothing problem is a least norm problem. An efficient algorithm using a Riccati-type recursion...

Application of structured total least squares for system identification and model reduction (2005)

Markovsky, I., Willems, J. C., Van Huffel, S., De Moor, B., Pintelon, R.

The following identification problem is considered: minimize the l2 norm of the difference between a given time series and an approximating one under the constraint that the approximating time series...

High-performance numerical algorithms and software for structured total least squares (2005)

Markovsky, I., Van Huffel, S.

We present a software package for structured total least squares approximation problems. The allowed structures in the data matrix are block-Toeplitz, block-Hankel, unstructured, and exact....

On the equivalence between Total Least Squares and Maximum Likelihood PCA (2005)

Schuermans, M., Markovsky, I., Wentzell, P., Van Huffel, S.

The maximum likelihood PCA (MLPCA) method has been devised in chemometrics as a generalization of the well-known PCA method in order to derive consistent estimators in the presence of errors with...

Consistency of the structured total least squares estimator in a multivariate errors-in-variables model (2005)

Kukush, A., Markovsky, I., Van Huffel, S.

The structured total least squares estimator, defined via a constrained optimization problem, is a generalization of the total least squares estimator when the data matrix and the applied correction...

Block-Toeplitz/Hankel structured total least squares (2005)

Markovsky, I., Van Huffel, S., Pintelon, R.

A multivariate structured total least squares problem is considered, in which the extended data matrix is partitioned into blocks and each of the blocks is block-Toeplitz/Hankel structured,...

Linear dynamic filtering with noisy input and output (2005)

Markovsky, I., De Moor, B.

Estimation problems for linear time-invariant systems with noisy input and output are considered. The smoothing problem is a least norm problem. An efficient algorithm using a Riccati-type recursion...

Application of structured total least squares for system identification and model reduction (2005)

Markovsky, I., Willems, J. C., Van Huffel, S., De Moor, B., Pintelon, R.

The following identification problem is considered: minimize the l2 norm of the difference between a given time series and an approximating one under the constraint that the approximating time series...

High-performance numerical algorithms and software for structured total least squares (2005)

Markovsky, I., Van Huffel, S.

We present a software package for structured total least squares approximation problems. The allowed structures in the data matrix are block-Toeplitz, block-Hankel, unstructured, and exact....

On the equivalence between Total Least Squares and Maximum Likelihood PCA (2005)

Schuermans, M., Markovsky, I., Wentzell, P., Van Huffel, S.

The maximum likelihood PCA (MLPCA) method has been devised in chemometrics as a generalization of the well-known PCA method in order to derive consistent estimators in the presence of errors with...

Consistent estimation in an implicit quadratic measurement error model (2004)

Kukush, A., Markovsky, I., Van Huffel, S.

An adjusted least squares estimator is derived that yields a consistent estimate of the parameters of an implicit quadratic measurement error model. In addition, a consistent estimator for the...

Consistent estimation in an implicit quadratic measurement error model (2004)

Kukush, A., Markovsky, I., Van Huffel, S.

An adjusted least squares estimator is derived that yields a consistent estimate of the parameters of an implicit quadratic measurement error model. In addition, a consistent estimator for the...

Consistent estimation in an implicit quadratic measurement error model (2004)

Kukush, A., Markovsky, I., Van Huffel, S.

An adjusted least squares estimator is derived that yields a consistent estimate of the parameters of an implicit quadratic measurement error model. In addition, a consistent estimator for the...

Consistent least squares fitting of ellipsoids (2004)

Markovsky, I., Kukush, A., Van Huffel, S.

A parameter estimation problem for ellipsoid fitting in the presence of measurement errors is considered. The ordinary least squares estimator is inconsistent, and due to the nonlinearity of the...

On the computation of the structured total least squares estimator (2004)

Markovsky, I., Van Huffel, S., Kukush, A.

A class of structured total least squares problems is considered, in which the extended data matrix is partitioned into blocks and each of the blocks is (block) Toeplitz/Hankel structured,...

Consistent least squares fitting of ellipsoids (2004)

Markovsky, I., Kukush, A., Van Huffel, S.

A parameter estimation problem for ellipsoid fitting in the presence of measurement errors is considered. The ordinary least squares estimator is inconsistent, and due to the nonlinearity of the...

On the computation of the structured total least squares estimator (2004)

Markovsky, I., Van Huffel, S., Kukush, A.

A class of structured total least squares problems is considered, in which the extended data matrix is partitioned into blocks and each of the blocks is (block) Toeplitz/Hankel structured,...

Consistent least squares fitting of ellipsoids (2004)

Markovsky, I., Kukush, A., Van Huffel, S.

A parameter estimation problem for ellipsoid fitting in the presence of measurement errors is considered. The ordinary least squares estimator is inconsistent, and due to the nonlinearity of the...

On the computation of the structured total least squares estimator (2004)

Markovsky, I., Van Huffel, S., Kukush, A.

A class of structured total least squares problems is considered, in which the extended data matrix is partitioned into blocks and each of the blocks is (block) Toeplitz/Hankel structured,...

Numer. Math. (2004) 98: 177–194 Digital Object Identifier (DOI) 10.1007/s00211-004-0526-9 Consistent least squares fitting of ellipsoids (2004)

I. Markovsky, A. Kukush, S. Van Huffel

Summary. A parameter estimation problem for ellipsoid fitting in the presence of measurement errors is considered. The ordinary least squares estimator is inconsistent, and due to the nonlinearity of...

Consistent estimation in the bilinear multivariate errors-in-variables model (2003)

Kukush, A., Markovsky, I., Van Huffel, S.

A bilinear multivariate errors-in-variables model is considered. It corresponds to an overdetermined set of linear equations AXB=C, A∈Rm×n, B∈Rp×q, in which the data A, B, C are perturbed by...

Consistent estimation in the bilinear multivariate errors-in-variables model (2003)

Kukush, A., Markovsky, I., Van Huffel, S.

A bilinear multivariate errors-in-variables model is considered. It corresponds to an overdetermined set of linear equations AXB=C, A∈Rm×n, B∈Rp×q, in which the data A, B, C are perturbed by...

Consistent estimation in the bilinear multivariate errors-in-variables model (2003)

Kukush, A., Markovsky, I., Van Huffel, S.

A bilinear multivariate errors-in-variables model is considered. It corresponds to an overdetermined set of linear equations AXB=C, A∈Rm×n, B∈Rp×q, in which the data A, B, C are perturbed by...

Consistent Fundamental Matrix Estimation in a Quadratic Measurement Error Model Arising in Motion Analysis (2002)

Kukush, A., Markovsky, I., Van Huffel, S.

Consistent estimators of the rank-deficient fundamental matrix yielding information on the relative orientation of two images in two-view motion analysis are derived. The estimators are derived by...

Consistent Fundamental Matrix Estimation in a Quadratic Measurement Error Model Arising in Motion Analysis (2002)

Kukush, A., Markovsky, I., Van Huffel, S.

Consistent estimators of the rank-deficient fundamental matrix yielding information on the relative orientation of two images in two-view motion analysis are derived. The estimators are derived by...

Consistent Fundamental Matrix Estimation in a Quadratic Measurement Error Model Arising in Motion Analysis (2002)

Kukush, A., Markovsky, I., Van Huffel, S.

Consistent estimators of the rank-deficient fundamental matrix yielding information on the relative orientation of two images in two-view motion analysis are derived. The estimators are derived by...

A Tutorial Introduction to Supervisory Hybrid Systems (1998)

M. D. Lemmon, K.X. He, I. Markovsky

Supervisory hybrid systems are systems generating a mixture of continuous-valued and discrete-valued signals. These systems provide convenient models for a wide range of complex engineering...