Learning AR factor models F Crescente, L Falconi, F Rozzi, A Ferrante, M Zorzi
2020 59th IEEE Conference on Decision and Control (CDC), 274-279, 2020
10 2020 A robust approach to ARMA factor modeling L Falconi, A Ferrante, M Zorzi
IEEE Transactions on Automatic Control, 2023
4 2023 Mean-square consistency of the f-truncated M2-periodogram L Falconi, A Ferrante, M Zorzi
Automatica 147, 110672, 2023
3 2023 Distributionally robust LQG control under distributed uncertainty L Falconi, A Ferrante, M Zorzi
arXiv preprint arXiv:2306.05227, 2023
2 2023 Hidden factor estimation in Dynamic Generalized Factor Analysis models G Picci, L Falconi, A Ferrante, M Zorzi
Automatica 149, 110834, 2023
2 2023 Robust factor analysis of moving average processes L Falconi
2 2021 Data-driven optimal control via linear programming: boundedness guarantees L Falconi, A Martinelli, J Lygeros
arXiv preprint arXiv:2310.19563, 2023
1 2023 A new perspective on robust performance for LQG control problems L Falconi, A Ferrante, M Zorzi
2022 IEEE 61st Conference on Decision and Control (CDC), 3003-3008, 2022
1 2022 Robustness in Dynamic Factor Analysis Identification and Stochastic Optimal Control L Falconi
Università degli studi di Padova, 2024
2024 Mean-square consistency of the -truncated -periodogram L Falconi, A Ferrante, M Zorzi
arXiv preprint arXiv:2208.11980, 2022
2022