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László Gerencsér
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2020 – today
- 2024
- [j20]László Gerencsér
, György Michaletzky
, József Bokor, Péter Polcz:
Notes on Input Design: From Multi-Sine Design to Data-Driven Procedures. IEEE Control. Syst. Lett. 8: 1943-1948 (2024) - 2022
- [j19]Balázs Gerencsér
, László Gerencsér:
Tight Bounds on the Convergence Rate of Generalized Ratio Consensus Algorithms. IEEE Trans. Autom. Control. 67(4): 1669-1684 (2022) - 2021
- [j18]László Gerencsér, György Perczel, Loránd Eröss, Dániel Fabó, Zsuzsanna Vágó:
Hawkes processes: some key ideas, links to neuroscience and system identification. Commun. Inf. Syst. 21(3): 385-413 (2021) - [c40]László Gerencsér, György Perczel:
Real-time analysis of neuronal firing patterns via Hawkes processes. ACSCC 2021: 256-260
2010 – 2019
- 2019
- [c39]Algo Carè
, Balázs Csanád Csáji, Balázs Gerencsér, László Gerencsér, Miklós Rásonyi:
Parameter-Dependent Poisson Equations: Tools for Stochastic Approximation in a Markovian Framework. CDC 2019: 2259-2264 - [i4]Balázs Gerencsér, László Gerencsér:
Tight bounds on the convergence rate of generalized ratio consensus algorithms. CoRR abs/1901.11374 (2019) - [i3]Algo Carè, Balázs Csanád Csáji, Balázs Gerencsér, László Gerencsér, Miklós Rásonyi:
On the Poisson Equation of Parameter-Dependent Markov Chains. CoRR abs/1906.09464 (2019) - 2018
- [c38]László Gerencsér, Balázs Csanád Csáji, Sotirios Sabanis
:
Asymptotic Analysis of the LMS Algorithm with Momentum. CDC 2018: 3062-3067 - 2017
- [j17]László Gerencsér, Håkan Hjalmarsson
, Lirong Huang:
Adaptive Input Design for LTI Systems. IEEE Trans. Autom. Control. 62(5): 2390-2405 (2017) - [c37]Zoltán Fazekas, Gábor Balázs, László Gerencsér, Péter Gáspár:
Detecting Change in the Urban Road Environment Along a Route Based on Traffic Sign and Crossroad Data. INTSYS 2017: 252-262 - 2014
- [c36]László Gerencsér, Máté Mánfay:
Empirical characteristic function identification of linear stochastic systems with possibly unstable zeros. ECC 2014: 412-417 - 2013
- [c35]László Gerencsér, Máté Mánfay:
Stability of hybrid Lévy systems. CDC 2013: 2042-2047 - [c34]László Gerencsér, Cecilia Prosdocimi, Zsuzsanna Vágó:
Change detection for finite dimensional Gaussian linear systems - a bound for the almost sure false alarm rate. ECC 2013: 950-955 - [c33]Máté Mánfay, Gary J. Balas, Jozsef Bokor, László Gerencsér:
Probabilistic μ for rank-one and perturbed rank-one matrices. ECC 2013: 2357-2361 - [c32]Máté Mánfay, László Gerencsér:
Identification of finite dimensional linear stochastic systems driven by Lévy processes. ECC 2013: 2415-2420 - [i2]Lirong Huang, Håkan Hjalmarsson, László Gerencsér:
Adaptive experiment design for LTI systems. CoRR abs/1310.3973 (2013) - 2012
- [j16]László Gerencsér, Zsanett Orlovits:
Real time estimation of stochastic volatility processes. Ann. Oper. Res. 200(1): 223-246 (2012) - [c31]Lirong Huang, Håkan Hjalmarsson
, László Gerencsér:
Adaptive experiment design for ARMAX systems? CDC 2012: 907-912 - [c30]Ádám Miklósi, László Gerencsér:
Potential application of autonomous and semi-autonomous robots in the study of animal behaviour. CogInfoCom 2012: 759-762 - 2011
- [j15]Cristian R. Rojas, Håkan Hjalmarsson
, László Gerencsér, Jonas Mårtensson
:
An adaptive method for consistent estimation of real-valued non-minimum phase zeros in stable LTI systems. Autom. 47(7): 1388-1398 (2011) - [j14]László Gerencsér, Lorenzo Finesso
:
A two-stage information criterion for stochastic systems revisited. Autom. 47(12): 2791-2795 (2011) - [j13]László Gerencsér, Cecilia Prosdocimi:
Input-output properties of the Page-Hinkley detector. Syst. Control. Lett. 60(7): 486-491 (2011) - 2010
- [j12]László Gerencsér, Vilmos Prokaj
:
Stability of a Class of Hybrid Linear Stochastic Systems. IEEE Trans. Autom. Control. 55(5): 1233-1238 (2010)
2000 – 2009
- 2009
- [j11]László Gerencsér, Håkan Hjalmarsson
, Jonas Mårtensson
:
Identification of ARX systems with non-stationary inputs - asymptotic analysis with application to adaptive input design. Autom. 45(3): 623-633 (2009) - [c29]László Gerencsér, Vilmos Prokaj:
Recursive identification of continuous-time linear stochastic systems - Convergence w.p.1 and in Lq. ECC 2009: 1209-1214 - [i1]László Gerencsér, Balázs Torma, Zsanett Orlovits:
Fundamental Modelling of Financial Markets. ERCIM News 2009(78) (2009) - 2008
- [j10]László Gerencsér, Ildikó Kmecs, Balázs Torma:
Quantization with Adaptation - Estimation of Gaussian Linear Models. Commun. Inf. Syst. 8(3): 223-244 (2008) - [j9]László Gerencsér, Zalán Mátyás:
A behavioral stock market model. Math. Methods Oper. Res. 67(1): 43-63 (2008) - [j8]László Gerencsér, György Michaletzky
, Zsanett Orlovits:
Stability of block-triangular stationary random matrices. Syst. Control. Lett. 57(8): 620-625 (2008) - 2007
- [j7]László Gerencsér, György Michaletzky, Gábor Molnár-Sáska:
An improved bound for the exponential stability of predictive filters of hidden Markov models. Commun. Inf. Syst. 7(2): 133-152 (2007) - [c28]László Gerencsér, Zalán Mátyás:
Almost sure and Lq-convergence of the re-initialized BMP scheme. CDC 2007: 969-974 - 2006
- [j6]László Gerencsér:
A Representation Theorem for the Error of Recursive Estimators. SIAM J. Control. Optim. 44(6): 2123-2188 (2006) - [c27]László Gerencsér, Gábor Molnár-Sáska, György Michaletzky:
Improved estimation of the exponential stability of the predictive filter in hidden Markov models. ACC 2006: 1-6 - [c26]László Gerencsér:
A Representation Theorem for the Error of Recursive Estimators. CDC 2006: 320-325 - 2005
- [j5]László Gerencsér, György Michaletzky
, Zsuzsanna Vágó:
Risk sensitive identification of linear stochastic systems. Math. Control. Signals Syst. 17(2): 77-100 (2005) - [c25]Stacy D. Hill, László Gerencsér, Zsuzsanna Vágó:
Discrete stochastic approximation via simultaneous difference approximations. ACC 2005: 307-308 - [c24]László Gerencsér, Gábor Molnár-Sáska, Zsanett Orlovits:
Recursive estimation of Hidden Markov Models. CDC/ECC 2005: 1209-1214 - [c23]László Gerencsér, Miklós Rásonyi, Csaba Szepesvári, Zsuzsanna Vágó:
Log-optimal currency portfolios and control Lyapunov exponents. CDC/ECC 2005: 1764-1769 - [c22]László Gerencsér, Håkan Hjalmarsson
:
Adaptive input design in system identification. CDC/ECC 2005: 4988-4993 - [c21]László Gerencsér, Zalán Mátyás, János Száz:
A stochastic feedback system model of a stock exchange. CDC/ECC 2005: 5215-5220 - 2004
- [c20]Stacy D. Hill, László Gerencsér, Zsuzsanna Vágó:
Stochastic approximation on discrete sets using simultaneous difference approximations. ACC 2004: 2795-2798 - [c19]László Gerencsér, Stacy D. Hill, Zsuzsanna Vigo, Zoltin Vincze:
Discrete optimization, SPSA and Markov chain Monte Carlo methods. ACC 2004: 3814-3819 - [c18]László Gerencsér, Gábor Molnár-Sáska:
Change detection of hidden Markov models. CDC 2004: 1754-1758 - [c17]László Gerencsér, Miklós Rásonyi, Zsuzsanna Vágó:
Controlled Lyapunov-exponents with applications. CDC 2004: 2550-2554 - 2003
- [c16]László Gerencsér, Gábor Molnár-Sáska:
Adaptive encoding and prediction of hidden Markov processes. ECC 2003: 791-795 - [c15]László Gerencsér, Zalán Mátyás:
A prediction-based behavioral model for financial markets. ECC 2003: 2973-2977 - [c14]László Gerencsér, Miklós Rásonyi, Zsuzsanna Vágó:
Controlled Lyapunov-exponents in optimization and finance. ECC 2003: 3467-3471 - [c13]László Gerencsér, Gábor Molnár-Sáska:
Estimation and Strong Approximation of Hidden Markov Models. POSTA 2003: 313-320 - 2002
- [j4]György Michaletzky
, László Gerencsér:
BIBO stability of linear switching systems. IEEE Trans. Autom. Control. 47(11): 1895-1898 (2002) - [j3]László Gerencsér, György Kozmann, Zsuzsanna Vágó, Kristóf Haraszti:
The use of the SPSA method in ECG analysis. IEEE Trans. Biomed. Eng. 49(10): 1094-1101 (2002) - [c12]László Gerencsér, György Michaletzky
, Zoltan Reppa:
Two-step estimation of misspecified, non-Gaussian ARMA processes. CDC 2002: 1826-1831 - [c11]László Gerencsér, Gábor Molnár-Sáska, György Michaletzky, Gábor E. Tusnády, Zsuzsanna Vágó:
New methods for the statistical analysis of Hidden Markov Models. CDC 2002: 2272-2277 - [c10]László Gerencsér, Stacy D. Hill, Zsuzsanna Vágó:
Discrete optimization, SPSA and Markov chain Monte Carlo methods. CDC 2002: 2346-2347 - 2001
- [c9]László Gerencsér, Stacy D. Hill, Zsuzsanna Vágó:
Discrete optimization via SPSA. ACC 2001: 1503-1504 - [c8]László Gerencsér, Zsuzsanna Vágó:
The mathematics of noise-free SPSA. CDC 2001: 4400-4405 - [c7]László Gerencsér, Zsuzsanna Vágó:
A stochastic approximation method for noise-free optimization. ECC 2001: 1496-1500 - 2000
- [c6]Lorenzo Finesso, László Gerencsér, Ildikó Kmecs:
A recursive randomized EM-algorithm for estimation under quantization error. ACC 2000: 790-791 - [c5]László Gerencsér, Zsuzsanna Vágó:
SPSA in noise free optimization. ACC 2000: 3284-3288
1990 – 1999
- 1999
- [j2]László Gerencsér:
Convergence rate of moments in stochastic approximation with simultaneous perturbation gradient approximation and resetting. IEEE Trans. Autom. Control. 44(5): 894-905 (1999) - [c4]László Gerencsér, Zsuzsanna Vágó:
Adaptive control of multivariable linear stochastic systems. A strong approximation approach. ECC 1999: 1643-1647 - [c3]Lorenzo Finesso
, László Gerencsér, Ildikó Kmecs:
Estimation of parameters from quantized noisy observations. ECC 1999: 1648-1653 - [c2]László Gerencsér, Stacy D. Hill, Zsuzsanna Vágó:
Optimization over discrete sets via SPSA. WSC 1999: 466-470 - 1992
- [j1]László Gerencsér:
AR(infty) estimation and nonparametric stochastic complexity. IEEE Trans. Inf. Theory 38(6): 1768-1778 (1992) - 1991
- [c1]László Gerencsér:
Asymptotics of Predictive Stochastic Complexity. Data Compression Conference 1991: 228-238
Coauthor Index
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