- Address:
- ISIB-information, CNR,
- Corso Stati Uniti 4,
- 35020 Padova
- Italy.
(ISIB-information section) of the National Research Council (CNR)
Research Interests: Identification and parametrization of stochastic linear systems, Robust Control.
Journals
[1] A.Gombani, M.Pavon., On the Hankel-norm approximation of linear stochastic systems, Systems and Control Letters, vol. 5 (1985) pp.283-288.
[2] A.Gombani, M.Pavon, On approximate recursive prediction of stationary stochastic processes. Stochastics, vol.17, 1986, pp.125-143.
[3] A.Gombani, Consistent Approximations of Linear Stochastic Models. SIAM J. on Control and Optimization, 27, 1989, 83-107.
[4] A.Gombani, On approximate stochastic realizations, Mathematics
of Control, Signals and Systems, Vol. 4, 1991.
[5] A.Gombani, M.Pavon, A general Hankel-norm approximation scheme for linear recursive filtering,Automatica, Vol 26, No. 1, pp 103-112,1990
[6] A.Gombani, On the multivariable approximate stochastic realization problem, Stochstics and Stochastics Reports, vol 34, pp.1-27, 1991
[10] P .A. Fuhrmann and A. Gombani, "On a
Hardy
space
approach to the analysis of spectral factors", International
Journal
of Control, 71, pp. 277-357, 1998.
[11] T. Björk,, B.J.
Christensen,
A. Gombani "Some Control
Theoretic Aspects of Interest Rate Theory", Insurance, Mathematics
& Economics , 22, pp. 17-23, 1998.
[14] P.A. Fuhrmann and A. Gombani "On the Lyapunov Equation, Coinvariant Subspaces and problems related to spectral factorization", International Journal of Control, 73, No.12, pp.1129-1159,2000.
[15] A. Gombani and W. Runggaldier, "A filtering approach to pricing in multifactor term structure models", International Journal of Theoretical and Applied Finance. Vol 4, No.2, pp 303-320, 2001 (PS )
[16] A. Gombani and P. A.
Fuhrmann , "On a connection between
spectral
factorization and geometric control theory", International Journal of
Control. (PS )
Proceedings, books and others
[1] A.Gombani, M.Pavon, B.Coppo, On Hankel-norm approximation of stationary increments processes, Modelling, Identification and Robust Control, C.I.Byrnes and A.Lindquist Eds, Elsevier Science Publisher B.V. (North Holland), 1986
[2] Ph.D. Thesis: Stochastic Model Reduction. Royal Institute of Technology, Stockholm, Sweden, September 1986.
[3] A.Gombani, M.Pavon Approximate Wiener-Kolmogorov filters. Analysis and Optimization of Systems, A. Bensoussan, J.L.Lions Eds. Springer Verlag, 1988
[4] A.Gombani, M.Pavon A Hankel-norm Approach to Approximate Recursive Estimation, Preprints of the 8th IFAC Symposium on Identification and System Parameter Estimation, August !988, Beijing China.
[5] Approximate stochastic models, Proceedings of the 27th IEEE Conference on Decision and Control, Austin, TX, December 1988.
[6] G. Di Masi, A.Gombani, On observability of chaotic systems: an example, Robust Control of Linear Systems and Nonlinear Control, MA.Kaashoek, J.H. van Schuppen, A.C.M.Ran Eds., Birkhäuser Boston, 489-496, 1990
[7] A.Gombani, C.Polini On approximate modeling of linear gaussian processes, New Directions in Time Series Analysis, Part II, P.Caines, J.Geweke, M. Taqqu Eds., 177-194, Springer-Verlag 1992.
[8] A.Gombani, On Balancing and Hankel Operators, Modeling, Estimation and Control of Systems with Uncertainty, G.B. Di Masi, A. Gombani, A. Kurzhanski Eds., Birkhäuser Boston, 1991
[9] A.Gombani, Stochastic realization for approximate modeling, to appear in Statistical Theory of Identification and Adaptive Control, L.Gerencser and P.E.Caines Eds., Springer-Verlag Lecture Notes on Control, 1991.
[10] A.Gombani, On some results by Fuhrmann on Hankel Operators, Proceedings MTNS, Kobe, Japan, 1991.
[12] A.Gombani, On reduced order controllers, Proceedings MTNS, Regensburg, Germany, 1994
[16] A. Gombani, Siep Weiland, "On the parametrization of J-spectral factors", Proceedings of the 39th IEEE Conference on Decision and Control, Sydney, Australia, December 2000.
[17] L. Baratchart, A. Gombani, M. Olivi, "Parameter determination for surface acoustic wave filters" IEEE Conference on Decision and Control, Sydney, Australia, December 2000.
[18] Siep Weiland, A. Gombani, "New results on the parametrization of J-spectral factors" IFAC World Congress, Barcellona , 2002.
[19] A. Gombani Gy. Michaletzky, On some interpolation problems", MTNS 2002.
[20] A. Gombani, S. R. Jaschke, and W. J. Runggaldier, "Stochastic
filtering
for pricing in term structure models", MTNS 2002.
[21] A. Gombani Gy. Michaletzky , On the parametrization of Schur functions of degree n with fixed interpolating conditions, CDC, 2002, Las Vegas, USA
[22] P.Enqvist, A. Gombani , On the parametrization of Schur and Positive Real functions of degree $n$ with fixed interpolating conditions, CDC, 2003, Maui, USA.
[23] A. Gombani, Thomas Ribarits, On a simple overlapping
state-space parametrization for linear time series models, Proceedings of the IFAC World Congress,
Prague 2004.
[25] A. Gombani Gy. Michaletzky, On the McMillan degree of general
Linear Fractional Transformations, MTNS08, Blacksburg, Virginia, 2008.
[26] A. Gombani and W. Runggaldier, An LQG derivation of risk-neutral term structure models, MTNS08, Blacksburg, Virginia 2008.
Editor of Proceedings
[1] G.B.Di Masi, A. Gombani, A. Kurzhanski Eds., Modelling,
Estimation
and Control of Systems with Uncertaintyî ,
Birkäuser Boston,
1991.
Submitted
[1] A. Gombani and Gy. Michaletzky - On the
Nevanlinna-Pick interpolation problem: analysis of the McMillan degree
of the solutions, Reports of the Mittal-Leffler Institute, Spring 2003
[2] A. Gombani and G. Michaletzky - On the
parametrization of Schur and Positive Real functions of degree ${n}$
with fixed interpolation conditions, Reports of the Mittal-Leffler
Institute, Spring 2003
[3] L. Baratchart, P. Enqvist, A. Gombani and M.
Olivi - Surface Acoustic Wave Filters, Unitary Extensions and Schur
Analysis, Reports of the Mittal-Leffler Institute, Spring 2003.
[4] A. Gombani, S. Jaschke and W. Runggaldier,
Consistent Price Systems for Subfiltrations
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