Publications of Professor Thomas Kailath

T. Kailath,  "An Innovations Approach to Least-Squares Estimation, Pt. I: Linear Filtering in Additive Noise,'' IEEE Trans. Automatic Control, 13(6):646-655, December 1968.

T. Kailath and P. Frost,  "An Innovations Approach to Least-Squares Estimation, Part II: Linear Smoothing in Additive White Noise,'' IEEE Trans. Automatic Control,  13(6):655-660, December 1968.

R. Geesey and T. Kailath,  "Some Comments on `The Relationship of Alternate State-Space Representations in Linear Filtering Problems,'' IEEE Trans. Automatic Control,  14(1):113-114, February 1969.

P. Frost and T. Kailath,  "An Innovations Approach to Least-Squares Estimation, Pt.~III: Nonlinear Estimation in White Gaussian Noise,''  IEEE Trans. Automatic Control, 16(3):217-226, June 1971. (Also,  IEEE Int'l. Symp. on Inform. Thy., Noordwijk, Holland, June 1970.)

T. Kailath and R. Geesey,  "An Innovations Approach to Least-Squares Estimation, Part IV: Recursive Estimation given the Covariance Functions,''  IEEE Trans. Automatic Control,  16(6):720-727, December 1971.

T. Kailath, M. Morf and G.S. Sidhu,  "Some New Algorithms for Recursive Estimation in Constant Linear Discrete-Time Systems,'' IEEE Trans. on Auto. Control, 19(4):315-323, Aug.1974. (Also, Proc. Seventh Princeton Conf. on Inform. Sci. & Systs., pp. 344-352, Princeton, NJ, March 1973.)

R. Geesey and T. Kailath,  "An Innovations Approach to Least-Squares Estimation Pt. IV: Innovations Representations and Recursive Estimation in Colored Noise,''  IEEE Trans. Automatic Control, 18(5):435-453, October 1973.

M. Gevers and T. Kailath, "An Innovations Approach to Least-Squares Estimation, Pt. VI: Discrete-Time Innovations Representations and Recursive Estimation,''   IEEE Trans. Automatic Control,  18(6):588-600, December 1973.

H. Aasnaes and T. Kailath,  "An Innovations Approach to Least-Squares Estimation, Pt.~VII: Some Applications of Vector Autoregressive Moving Average Models,''   IEEE Trans. Automatic Control,  18(6):601-607, December 1973.

B. Dickinson, M. Morf and T. Kailath,   "A Minimal Realization Algorithm for Matrix Sequences,''  IEEE Trans. Automatic Control, 19(1):31-38, February 1974. (Also,  Proc. IEEE Conf. on Decision and Control, pp.~303-307, San Diego, CA, Dec. 1973.)

H. Aasnaes and T. Kailath,  "Initial-Condition Robustness of Linear Least-Squares Filtering Algorithms,''  IEEE Trans. Automatic Control,  19(4):393-397, August 1974.

M. Morf, G.S. Sidhu and T. Kailath,  "Some New Algorithms for Recursive Estimation in Constant, Linear, Discrete-Time Systems,''   IEEE Trans. on Automatic Control,  19(4):315-323, August 1974.

T. Kailath,  "Introduction to Special Issue on System Identification and Time-Series Analysis,''  IEEE Trans. Automatic Control, 19(6):638-640, December 1974. (Was also guest editor for this issue.)

B. Dickinson, M. Morf and T. Kailath,   "Canonical Matrix Fraction and State Space Descriptions for Deterministic and Stochastic Linear Systems,''  IEEE Trans. On Auto. Control, Special Issue on System Identification and Time-Series Analysis,  19(6):656-667, December 1974.

M. Morf and T. Kailath,  "Square-Root Algorithms for Linear Least-Squares Estimation,''   IEEE Trans. Automatic Control,  4(4):487-497, August 1975.

T. Kailath and L. Ljung,  "Asymptotic Behaviour of Constant-Coefficient Riccati Differential Equations,''  IEEE Trans. Automatic Control,  21(3):385-388, June 1976.

H.L. Weinert and T. Kailath,   "A Spline Theoretic Approach to Minimum-Energy Control,''   IEEE Trans. Automatic Control, 21(3):391-393, June 1976.

L. Ljung and T. Kailath,  "Efficient Change of Initial Conditions, Dual Chandrasekhar Equations and Some Applications,''   IEEE Trans. on Automatic Control,  AC-22(3):443-447, June 1977.

N.K. Gupta and T. Kailath, "Corrections and Extensions to an `An Innovations Approach to Least Squares Estimation, Pt. VII: Some Applications of Vector ARMA Models',''  IEEE Trans. on Auto. Control, Vol. AC-23, no. 3, pp. 511-512, June 1978.

B. Friedlander, T. Kailath, M. Morf and L. Ljung,  "Extended Levinson and Chandrasekhar Equations for General Discrete-Time Linear Estimation Problems,''   IEEE Trans. Automatic Control, 23(4):653-659, August 1978.

M. Morf, B. Levy and T. Kailath, "Square-Root Algorithms for the Continuous-Time Linear Least-Square Estimation Problem,''   IEEE Trans. Automatic Control,  23(5):907-911, October 1978.

R.R. Bitmead, S.Y. Kung, B.D. Anderson and T. Kailath,   "Greatest Common Divisors via Generalized Sylvester and Bezout Matrices,''   IEEE Trans. Automatic Control,  23(6):1043-1047, December 1978.

B. Levy, T. Kailath, L. Ljung and M. Morf,   "Fast Time-Invariant Implementations for Linear Least-Squares Smoothing Filters,''  IEEE Trans. Automatic Control,  24(5):770-774, October 1979.

G.C. Verghese, B. Friedlander and T. Kailath,   "Scattering Theory and Linear Least-Squares Estimation, Pt. III: The Estimates,''   IEEE Trans. Automatic Control,  25(4):794-779, August 1980.

G.C. Verghese and T. Kailath,   "Rational Matrix Structure,''   IEEE Trans. Automatic Control, 26(2):434-439, April 1981.

G.C. Verghese, B. Levy and T. Kailath,  "A Generalized State-Space for Singular Systems,''  IEEE Trans. Automatic Control,  26(4):811-831, August 1981.

E.I. Verriest and T. Kailath,  "On Generalized Balanced Realizations,''   IEEE Trans. on Automatic Control, 28(8):833-844, August 1983.

T. Kailath, L. Ljung and M. Morf,   "Recursive Input-Output and State-Space Solutions for Continuous-Time Linear Estimation Problems,''   IEEE Trans. Automatic Control, 28(9):897-906, September 1983.

T. Kailath and M. Wax,  "A Note on the Complementary Model of Weinert and Desai,''  IEEE Trans. Automatic Control,  29(6):551-552, June 1984.

Y. Baram and T. Kailath,   "Estimability and Regulability of Linear Systems,''   IEEE Trans. on Automatic Control, 33(12):1116-1121, December 1988.

R. Ackner and T. Kailath,   "Complementary Models and Smoothing,''   IEEE Trans. Automatic Control, 34(9):963-969, September 1989.

R. Ackner and T. Kailath,  "On The Ptak-Young Generalization of the Schur-Cohn Theorem,''  IEEE Trans. Automatic Control, 37(10):1601-1604, October 1992.

D. Pal and T. Kailath,   "Displacement Structure Approachto Singular Root Distribution Problems: The Unit Circle Case,''  IEEE Trans. Automatic Control, 39(1):238-245, January 1994.

A. Sayed and T. Kailath,  "Extended Chandrasekhar Recursions,'' IEEE Trans. Automatic Control, 39(3):619-623, March 1994.

A. Sayed, T. Constantinescu and T. Kailath,   "Time-VariantDisplacement Structure and Interpolation Problems,''   IEEE Trans.Automatic Control,  39(5):960-976, May 1994.

T. Constantinescu, A. Sayed and T. Kailath,   "A RecursiveSchur Based Approach to the Four-Block Problem,''  IEEE Trans. AutomaticControl, ():1476-1481, July 1994.

Y.M. Cho, G. Xu and T. Kailath,  "Fast Identification of State-SpaceModels via Exploitation of Displacement Structure,''  IEEE Trans.Automatic Control, 39(10):2004-2017, October 1994.

A Sayed, T. Kailath and H. Lev-Ari,  "Generalized ChandrasekharRecursions from the Generalized Schur Algorithm,''   IEEE Trans.Automatic Control, 39(11):2265-2269, November 1994.

A. Swindlehurst, R. Roy, B. Ottersten and T. Kailath,   "ASubspace Fitting Method for Identification of Linear State-Space Models,''  IEEE Trans. Automatic Control, 40(2):311-316, Feb. 1995.

P. Park and T. Kailath,   "New Square-Root Algorithms forKalman Filtering,''   IEEE Trans. Automatic Control, 40(5):895-899,May 1995.

P. Park and T. Kailath,   "Square-Root Bryson-Frazier SmoothingAlgorithms,''   IEEE Trans. Automatic Control, AC-40(4):761-766,April 1995.

B. Hassibi, A.H. Sayed and T. Kailath,   "Linear Estimationin Krein Spaces -- Part I: Theory,''  IEEE Trans. on Automatic Control,AC-41:18-33, Jan. 1996.

B. Hassibi, A.H. Sayed and T. Kailath,   "Linear Estimationin Krein Spaces -- Part II: Applications,'' IEEE Trans. on Automatic Control,AC-41:34-39, Jan 1996.

P. PooGyeon and T. Kailath, "Convergence of the DRE Solution to theARE Strong Solution," IEEE Trans. on Automatic Control, 42 (4): 573-578,April 1997.

P. PooGyeon, D. Banjerdpongchai, and T. Kailath, "The Asymptotic Stabilityof Nonlinear (Lur'e) Systems With Multiple Slope Restrictions," IEEE Trans.on Automatic Control, 43 (7): 979-982, July 1998.

T. Boros, A.H. Sayed and T. Kailath,   "A Recursive Methodfor Solving Unconstrained Tangential Interpolation Problems,''  IEEE Trans. on Automatic Control, 44(3):454-470, 1999.

B. Hassibi, T. Kailath, and A.H. Sayed, "Array Algorithms for H/Sup/SplInfin//Estimation," IEEE Trans. on Automatic Control, 45 (4): 702-706,April 2000.