László Gerencsér

65 papers B 1C 7Misc 1Journal 25Unranked 31

Year	Rank	Type	Title / Venue / Authors
2025	J	`jnl`	Notes on Linear Gossip Algorithms: Potentials and Challenges. J. Syst. Sci. Complex. Balázs Gerencsér, László Gerencsér
2024	J	`jnl`	Notes on Input Design: From Multi-Sine Design to Data-Driven Procedures. IEEE Control. Syst. Lett. László Gerencsér, György Michaletzky, József Bokor, Péter Polcz
2022	J	`jnl`	Tight Bounds on the Convergence Rate of Generalized Ratio Consensus Algorithms. IEEE Trans. Autom. Control. Balázs Gerencsér, László Gerencsér
2021	J	`jnl`	Hawkes processes: some key ideas, links to neuroscience and system identification. Commun. Inf. Syst. László Gerencsér, György Perczel, Loránd Eröss, Dániel Fabó, Zsuzsanna Vágó
2021	—	`conf`	Real-time analysis of neuronal firing patterns via Hawkes processes. ACSCC László Gerencsér, György Perczel
2019	J	`jnl`	On the Poisson Equation of Parameter-Dependent Markov Chains. CoRR Algo Carè, Balázs Csanád Csáji, Balázs Gerencsér, László Gerencsér, Miklós Rásonyi
2019	—	`conf`	Parameter-Dependent Poisson Equations: Tools for Stochastic Approximation in a Markovian Framework. CDC Algo Carè, Balázs Csanád Csáji, Balázs Gerencsér, László Gerencsér, Miklós Rásonyi
2019	J	`jnl`	Tight bounds on the convergence rate of generalized ratio consensus algorithms. CoRR Balázs Gerencsér, László Gerencsér
2018	—	`conf`	Asymptotic Analysis of the LMS Algorithm with Momentum. CDC László Gerencsér, Balázs Csanád Csáji, Sotirios Sabanis
2017	J	`jnl`	Adaptive Input Design for LTI Systems. IEEE Trans. Autom. Control. László Gerencsér, Håkan Hjalmarsson, Lirong Huang
2017	—	`conf`	Detecting Change in the Urban Road Environment Along a Route Based on Traffic Sign and Crossroad Data. INTSYS Zoltán Fazekas, Gábor Balázs, László Gerencsér, Péter Gáspár
2014	—	`conf`	Empirical characteristic function identification of linear stochastic systems with possibly unstable zeros. ECC László Gerencsér, Máté Mánfay
2013	J	`jnl`	Adaptive experiment design for LTI systems. CoRR Lirong Huang, Håkan Hjalmarsson, László Gerencsér
2013	—	`conf`	Change detection for finite dimensional Gaussian linear systems - a bound for the almost sure false alarm rate. ECC László Gerencsér, Cecilia Prosdocimi, Zsuzsanna Vágó
2013	—	`conf`	Identification of finite dimensional linear stochastic systems driven by Lévy processes. ECC Máté Mánfay, László Gerencsér
2013	—	`conf`	Probabilistic μ for rank-one and perturbed rank-one matrices. ECC Máté Mánfay, Gary J. Balas, Jozsef Bokor, László Gerencsér
2013	—	`conf`	Stability of hybrid Lévy systems. CDC László Gerencsér, Máté Mánfay
2012	—	`conf`	Adaptive experiment design for ARMAX systems? CDC Lirong Huang, Håkan Hjalmarsson, László Gerencsér
2012	—	`conf`	Potential application of autonomous and semi-autonomous robots in the study of animal behaviour. CogInfoCom Ádám Miklósi, László Gerencsér
2012	J	`jnl`	Real time estimation of stochastic volatility processes. Ann. Oper. Res. László Gerencsér, Zsanett Orlovits
2011	J	`jnl`	A two-stage information criterion for stochastic systems revisited. Autom. László Gerencsér, Lorenzo Finesso
2011	J	`jnl`	An adaptive method for consistent estimation of real-valued non-minimum phase zeros in stable LTI systems. Autom. Cristian R. Rojas, Håkan Hjalmarsson, László Gerencsér, Jonas Mårtensson
2011	J	`jnl`	Input-output properties of the Page-Hinkley detector. Syst. Control. Lett. László Gerencsér, Cecilia Prosdocimi
2010	J	`jnl`	Stability of a Class of Hybrid Linear Stochastic Systems. IEEE Trans. Autom. Control. László Gerencsér, Vilmos Prokaj
2009	J	`jnl`	Fundamental Modelling of Financial Markets. ERCIM News László Gerencsér, Balázs Torma, Zsanett Orlovits
2009	J	`jnl`	Identification of ARX systems with non-stationary inputs - asymptotic analysis with application to adaptive input design. Autom. László Gerencsér, Håkan Hjalmarsson, Jonas Mårtensson
2009	—	`conf`	Recursive identification of continuous-time linear stochastic systems - Convergence w.p.1 and in Lq. ECC László Gerencsér, Vilmos Prokaj
2008	J	`jnl`	A behavioral stock market model. Math. Methods Oper. Res. László Gerencsér, Zalán Mátyás
2008	J	`jnl`	Quantization with Adaptation - Estimation of Gaussian Linear Models. Commun. Inf. Syst. László Gerencsér, Ildikó Kmecs, Balázs Torma
2008	J	`jnl`	Stability of block-triangular stationary random matrices. Syst. Control. Lett. László Gerencsér, György Michaletzky, Zsanett Orlovits
2007	—	`conf`	Almost sure and Lq-convergence of the re-initialized BMP scheme. CDC László Gerencsér, Zalán Mátyás
2007	J	`jnl`	An improved bound for the exponential stability of predictive filters of hidden Markov models. Commun. Inf. Syst. László Gerencsér, György Michaletzky, Gábor Molnár-Sáska
2006	—	`conf`	A Representation Theorem for the Error of Recursive Estimators. CDC László Gerencsér
2006	J	`jnl`	A Representation Theorem for the Error of Recursive Estimators. SIAM J. Control. Optim. László Gerencsér
2006	C	`conf`	Improved estimation of the exponential stability of the predictive filter in hidden Markov models. ACC László Gerencsér, Gábor Molnár-Sáska, György Michaletzky
2005	—	`conf`	A stochastic feedback system model of a stock exchange. CDC/ECC László Gerencsér, Zalán Mátyás, János Száz
2005	—	`conf`	Adaptive input design in system identification. CDC/ECC László Gerencsér, Håkan Hjalmarsson
2005	C	`conf`	Discrete stochastic approximation via simultaneous difference approximations. ACC Stacy D. Hill, László Gerencsér, Zsuzsanna Vágó
2005	—	`conf`	Log-optimal currency portfolios and control Lyapunov exponents. CDC/ECC László Gerencsér, Miklós Rásonyi, Csaba Szepesvári, Zsuzsanna Vágó
2005	—	`conf`	Recursive estimation of Hidden Markov Models. CDC/ECC László Gerencsér, Gábor Molnár-Sáska, Zsanett Orlovits
2005	J	`jnl`	Risk sensitive identification of linear stochastic systems. Math. Control. Signals Syst. László Gerencsér, György Michaletzky, Zsuzsanna Vágó
2004	—	`conf`	Change detection of hidden Markov models. CDC László Gerencsér, Gábor Molnár-Sáska
2004	—	`conf`	Controlled Lyapunov-exponents with applications. CDC László Gerencsér, Miklós Rásonyi, Zsuzsanna Vágó
2004	C	`conf`	Discrete optimization, SPSA and Markov chain Monte Carlo methods. ACC László Gerencsér, Stacy D. Hill, Zsuzsanna Vigo, Zoltin Vincze
2004	C	`conf`	Stochastic approximation on discrete sets using simultaneous difference approximations. ACC Stacy D. Hill, László Gerencsér, Zsuzsanna Vágó
2003	—	`conf`	A prediction-based behavioral model for financial markets. ECC László Gerencsér, Zalán Mátyás
2003	—	`conf`	Adaptive encoding and prediction of hidden Markov processes. ECC László Gerencsér, Gábor Molnár-Sáska
2003	—	`conf`	Controlled Lyapunov-exponents in optimization and finance. ECC László Gerencsér, Miklós Rásonyi, Zsuzsanna Vágó
2003	—	`conf`	Estimation and Strong Approximation of Hidden Markov Models. POSTA László Gerencsér, Gábor Molnár-Sáska
2002	J	`jnl`	BIBO stability of linear switching systems. IEEE Trans. Autom. Control. György Michaletzky, László Gerencsér
2002	—	`conf`	Discrete optimization, SPSA and Markov chain Monte Carlo methods. CDC László Gerencsér, Stacy D. Hill, Zsuzsanna Vágó
2002	—	`conf`	New methods for the statistical analysis of Hidden Markov Models. CDC László Gerencsér, Gábor Molnár-Sáska, György Michaletzky, Gábor E. Tusnády, Zsuzsanna Vágó
2002	J	`jnl`	The use of the SPSA method in ECG analysis. IEEE Trans. Biomed. Eng. László Gerencsér, György Kozmann, Zsuzsanna Vágó, Kristóf Haraszti
2002	—	`conf`	Two-step estimation of misspecified, non-Gaussian ARMA processes. CDC László Gerencsér, György Michaletzky, Zoltan Reppa
2001	—	`conf`	A stochastic approximation method for noise-free optimization. ECC László Gerencsér, Zsuzsanna Vágó
2001	C	`conf`	Discrete optimization via SPSA. ACC László Gerencsér, Stacy D. Hill, Zsuzsanna Vágó
2001	—	`conf`	The mathematics of noise-free SPSA. CDC László Gerencsér, Zsuzsanna Vágó
2000	C	`conf`	A recursive randomized EM-algorithm for estimation under quantization error. ACC Lorenzo Finesso, László Gerencsér, Ildikó Kmecs
2000	C	`conf`	SPSA in noise free optimization. ACC László Gerencsér, Zsuzsanna Vágó
1999	—	`conf`	Adaptive control of multivariable linear stochastic systems. A strong approximation approach. ECC László Gerencsér, Zsuzsanna Vágó
1999	J	`jnl`	Convergence rate of moments in stochastic approximation with simultaneous perturbation gradient approximation and resetting. IEEE Trans. Autom. Control. László Gerencsér
1999	—	`conf`	Estimation of parameters from quantized noisy observations. ECC Lorenzo Finesso, László Gerencsér, Ildikó Kmecs
1999	Misc	`conf`	Optimization over discrete sets via SPSA. WSC László Gerencsér, Stacy D. Hill, Zsuzsanna Vágó
1992	J	`jnl`	AR(infty) estimation and nonparametric stochastic complexity. IEEE Trans. Inf. Theory László Gerencsér
1991	B	`conf`	Asymptotics of Predictive Stochastic Complexity. Data Compression Conference László Gerencsér