Publications of Professor Thomas Kailath

T. Kailath, "On Measures Equivalent to Wiener Measure,'' Ann. of Math. Statistics, 38(1):261-263, February 1967.

T. Kailath and M. Zakai, "Absolute Continuity and Radon-Nikodym Derivatives for Certain Measures Relative to Wiener Measure,'' Ann. of Math. Stat., 42(1):130-146, February 1971.

T. Kailath, "The Structure of Radon-Nikodym Derivatives with Respect to Wiener and Related Measures,'' Ann. of Math. Stat., 42(3):1054-1067, June 1971.

B. Anderson and T. Kailath, "The Choice of Signal-Process Models in Kalman-Bucy Filtering,'' J. of Math. Analysis & Appls., 35(3):659-668, September 1971.

H. Weinert and T. Kailath,"Stochastic Interpretation and Recursive Algorithms for Spline Functions,'' Ann. of Stat., pp. 787-794, July 1974.

A. Segall and T. Kailath, "Radon-Nikodym Derivatives with Respect to Measures Induced by Discontinuous Independent-Increment Processes,'' Ann. of Probability, 3(3):449-464, June 1975.

B. Friedlander, T. Kailath and L. Ljung, "Scattering Theory and Linear Least Squares Estimation, Pt. II: Discrete-Time Problems,'' J. Franklin Inst., 301(1&2):71-82, Jan.-Feb.1976. (Also, Proc. 1975 IEEE Conf. on Decision & Control, pp.~55-56, Houston, TX, Dec. 1975.)

M. Morf and T. Kailath, "Recent Results in Least-Squares Estimation Theory,'' Ann. of Economic and Social Measurement, 6(3):261-274, 1977.

T. Kailath, A. Segall and M. Zakai, "Fubini-Type Theorems for Stochastic Integrals,'' Sankhya, The Indian J. of Stat., Ser. A, 40(Pt. 2):138-143, April 1978.

M. Morf, A. Vieira and T. Kailath, "Covariance Characterization by Partial Autocorrelation Matrices,'' Annals of Stat., 6(3):643-648, 1978.

B.D. Anderson and T. Kailath, "Fast Algorithms for the Integral Equations for the Inverse Scattering Problems,'' Integrals Eqs. & Operator Thy., 1(1):132-136, 1978.

B.D. Anderson and T. Kailath, "Forwards and Backwards Models for Finite-State Markov Processes,'' Adv. Appl. Probl., 11:118-133, 1979.

T. Kailath, S.Y. Kung and M. Morf, "Displacement Ranks of Matrices and Linear Equations,'' J. Math. Analysis & Appls., 68(2):395-407, April 1979.

T. Kailath, S.Y. Kung and M. Morf, "Displacement Ranks of a Matrix,'' Bulletin Amer. Math. Soc., 1(5):769-773, September 1979.

T. Kailath, "Redheffer Scattering Theory and Linear State-Space Estimation Problems,'' Ricerche di Automatica, Special Issue on Math. Physics and System Theory, 10(2):136-162, December 1979 (appeared 1981).

H. Lev-Ari and T. Kailath, "Generalized Schur Parametrization of Nonstationary Second-Order Processes,'' Integral Equations and Operator Theory, pp. 321-329, 1982. (Also, Otto Toeplitz Memorial Conf., Tel-Aviv, Israel, May 1981.)

A.M. Bruckstein and T. Kailath, "On Discrete Schrodinger Equations and Their Two Component Wave-Equation Equivalents,'' J. Math. Physics, 28(12):2914-2924, December 1987.

T. Kailath, "Remarks on the Origin of the Displacement Rank Concept,'' J. Appl. Math. Computation, 45(2):193-206, September 1991.

M. Viberg, B. Ottersten, and T. Kailath, "Subspace Based Detection for Linear Structural Relations,'' J. Combin. Inform. System Sci., 16(2&3):170-189, 1991.

A.H. Sayed, T. Kailath, H. Lev-Ari, and T. Constatinescu, "Recursive Solutions of Rational Interpolation Problems Via Fast Matrix Factorization,'' Integral Equations and Operator Theory, 20:84-118, September 1994.

I. Gohberg, T. Kailath and V. Olshevsky, "Fast Gaussian elimination with partial pivoting for matrices with displacement structure,'' Math. of Computation, 64(212):1557-1576, Oct. 1995.

T. Kailath and V. Olshevsky, "Displacement structure approach to Chebyshev-Vandermonde and related matrices,'' J. Integral Equations and Operator Theory, 22:65-92, May 1995.

I. Gohberg, T. Kailath, and V. Olshevsky, “Fast Gaussian elimination with partial pivoting for matrices with displacement structure.” athematics of Computation; Oct. 1995; vol.64, no.212, p.1557-76

T. Kailath, “Norbert Wiener and the development of mathematical engineering.” Current Sci. 71 (1996), no. 4, 261--274.

T. Boros, A.H. Sayed, H. Lev-Ari, and T. Kailath, “A generalized Schur-type algorithm for the joint factorization of a structured matrix and its inverse. Toeplitz matrices: structures, algorithms and applications.” Calcolo 33 (1996), no. 1-2, 131--145 (1998).

S. Chern, T. Kailath, B. Kostant, C. Moore, and A. Tsao, “Louis Auslander (1928--1997).” Notices Amer. Math. Soc. 45 (1998), no. 3, 390--395.

A. Sayed and T. Kailath, “A survey of spectral factorization methods. Numerical linear algebra techniques for control and signal processing.” Numer. Linear Algebra Appl. 8 (2001), no. 6-7, 467—496.