Seminars

``The meaning of distances in spectral analysis,'' Plenary presentation, IEEE Conference on Decision and Control, New Orleans, December 2007 short version 3.16MBytes (without video or audio).
``The meaning of distances in spectral analysis,'' Plenary presentation, IEEE Conference on Decision and Control, New Orleans, December 2007 complete version 39.6MBytes (with video and audio).
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``Moment problems and relative entropy,'' Univ. of Minnesota November 2004.
``Robustness of Feedback Systems,'' Mittag Leffler Institute, Stockholm, May 2003.
``Spectral analysis via analytic interpolation,'' Fields Institute Toronto, September 2001.

Computer code (Matlab)

Matlab file : to effect a decomposition of a Toeplitz matrix into a sum of one corresponding to a MA-process of maximal variance and given order, and one corresponding to a deterministic component.

Matlab routines (tar file) : These routines implement algorithms which are discussed in the paper:
``Spectral Estimation via Selective Harmonic Amplification,''
IEEE Trans. on Automatic Control 46(1): 29-42, January 2001.

These algorithms allow high resolution spectral analysis of a time-series over selected harmonic intervals.

Unpublished Reports

Tools for multivariable spectral and coherence analysis.
Partial Realization of Covariance Sequences, Ph.D. Dissertation, Department of Electrical Engineering, CMST, University of Florida, 1983.