László Gerencsér

Publication Activity (10 Years)

Years Active: 1991-2024
Publications (10 Years): 10

Top Topics

Poisson Equation

Convergence Rate

Top Venues

IEEE Trans. Autom. Control.

IEEE Control. Syst. Lett.

Publications

László Gerencsér, György Michaletzky, József Bokor, Péter Polcz
Notes on Input Design: From Multi-Sine Design to Data-Driven Procedures. IEEE Control. Syst. Lett. 8 (2024)
Balázs Gerencsér, László Gerencsér
Tight Bounds on the Convergence Rate of Generalized Ratio Consensus Algorithms. IEEE Trans. Autom. Control. 67 (4) (2022)
László Gerencsér, György Perczel
Real-time analysis of neuronal firing patterns via Hawkes processes. ACSCC (2021)
László Gerencsér, György Perczel, Loránd Eröss, Dániel Fabó, Zsuzsanna Vágó
Hawkes processes: some key ideas, links to neuroscience and system identification. Commun. Inf. Syst. 21 (3) (2021)
Balázs Gerencsér, László Gerencsér
Tight bounds on the convergence rate of generalized ratio consensus algorithms. CoRR (2019)
Algo Carè, Balázs Csanád Csáji, Balázs Gerencsér, László Gerencsér, Miklós Rásonyi
On the Poisson Equation of Parameter-Dependent Markov Chains. CoRR (2019)
Algo Carè, Balázs Csanád Csáji, Balázs Gerencsér, László Gerencsér, Miklós Rásonyi
Parameter-Dependent Poisson Equations: Tools for Stochastic Approximation in a Markovian Framework. CDC (2019)
László Gerencsér, Balázs Csanád Csáji, Sotirios Sabanis
Asymptotic Analysis of the LMS Algorithm with Momentum. CDC (2018)
Zoltán Fazekas, Gábor Balázs, László Gerencsér, Péter Gáspár
Detecting Change in the Urban Road Environment Along a Route Based on Traffic Sign and Crossroad Data. INTSYS (2017)
László Gerencsér, Håkan Hjalmarsson, Lirong Huang
Adaptive Input Design for LTI Systems. IEEE Trans. Autom. Control. 62 (5) (2017)
László Gerencsér, Máté Mánfay
Empirical characteristic function identification of linear stochastic systems with possibly unstable zeros. ECC (2014)
Lirong Huang, Håkan Hjalmarsson, László Gerencsér
Adaptive experiment design for LTI systems. CoRR (2013)
Máté Mánfay, László Gerencsér
Identification of finite dimensional linear stochastic systems driven by Lévy processes. ECC (2013)
László Gerencsér, Máté Mánfay
Stability of hybrid Lévy systems. CDC (2013)
Máté Mánfay, Gary J. Balas, Jozsef Bokor, László Gerencsér
Probabilistic μ for rank-one and perturbed rank-one matrices. ECC (2013)
László Gerencsér, Cecilia Prosdocimi, Zsuzsanna Vágó
Change detection for finite dimensional Gaussian linear systems - a bound for the almost sure false alarm rate. ECC (2013)
Lirong Huang, Håkan Hjalmarsson, László Gerencsér
Adaptive experiment design for ARMAX systems? CDC (2012)
A. Miklosi, László Gerencsér
Potential application of autonomous and semi-autonomous robots in the study of animal behaviour. CogInfoCom (2012)
László Gerencsér, Zsanett Orlovits
Real time estimation of stochastic volatility processes. Ann. Oper. Res. 200 (1) (2012)
László Gerencsér, Lorenzo Finesso
A two-stage information criterion for stochastic systems revisited. Autom. 47 (12) (2011)
László Gerencsér, Cecilia Prosdocimi
Input-output properties of the Page-Hinkley detector. Syst. Control. Lett. 60 (7) (2011)
Cristian R. Rojas, Håkan Hjalmarsson, László Gerencsér, Jonas Mårtensson
An adaptive method for consistent estimation of real-valued non-minimum phase zeros in stable LTI systems. Autom. 47 (7) (2011)
László Gerencsér, Vilmos Prokaj
Stability of a Class of Hybrid Linear Stochastic Systems. IEEE Trans. Autom. Control. 55 (5) (2010)
László Gerencsér, Balázs Torma, Zsanett Orlovits
Fundamental Modelling of Financial Markets. ERCIM News 2009 (78) (2009)
László Gerencsér, Vilmos Prokaj
Recursive identification of continuous-time linear stochastic systems - Convergence w.p.1 and in Lq. ECC (2009)
László Gerencsér, Håkan Hjalmarsson, Jonas Mårtensson
Identification of ARX systems with non-stationary inputs - asymptotic analysis with application to adaptive input design. Autom. 45 (3) (2009)
László Gerencsér, Zalán Mátyás
A behavioral stock market model. Math. Methods Oper. Res. 67 (1) (2008)
László Gerencsér, György Michaletzky, Zsanett Orlovits
Stability of block-triangular stationary random matrices. Syst. Control. Lett. 57 (8) (2008)
László Gerencsér, Ildikó Kmecs, Balázs Torma
Quantization with Adaptation - Estimation of Gaussian Linear Models. Commun. Inf. Syst. 8 (3) (2008)
László Gerencsér, Zalán Mátyás
Almost sure and Lq-convergence of the re-initialized BMP scheme. CDC (2007)
László Gerencsér, György Michaletzky, Gábor Molnár-Sáska
An improved bound for the exponential stability of predictive filters of hidden Markov models. Commun. Inf. Syst. 7 (2) (2007)
László Gerencsér
A Representation Theorem for the Error of Recursive Estimators. CDC (2006)
László Gerencsér, Gábor Molnár-Sáska, György Michaletzky
Improved estimation of the exponential stability of the predictive filter in hidden Markov models. ACC (2006)
László Gerencsér
A Representation Theorem for the Error of Recursive Estimators. SIAM J. Control. Optim. 44 (6) (2006)
László Gerencsér, Håkan Hjalmarsson
Adaptive input design in system identification. CDC/ECC (2005)
László Gerencsér, György Michaletzky, Zsuzsanna Vágó
Risk sensitive identification of linear stochastic systems. Math. Control. Signals Syst. 17 (2) (2005)
Stacy D. Hill, László Gerencsér, Zsuzsanna Vágó
Discrete stochastic approximation via simultaneous difference approximations. ACC (2005)
László Gerencsér, Zalán Mátyás, János Száz
A stochastic feedback system model of a stock exchange. CDC/ECC (2005)
László Gerencsér, Gábor Molnár-Sáska, Zsanett Orlovits
Recursive estimation of Hidden Markov Models. CDC/ECC (2005)
László Gerencsér, Stacy D. Hill, Zsuzsanna Vigo, Zoltin Vincze
Discrete optimization, SPSA and Markov chain Monte Carlo methods. ACC (2004)
László Gerencsér, Gábor Molnár-Sáska
Change detection of hidden Markov models. CDC (2004)
Stacy D. Hill, László Gerencsér, Zsuzsanna Vágó
Stochastic approximation on discrete sets using simultaneous difference approximations. ACC (2004)
László Gerencsér, Miklós Rásonyi, Zsuzsanna Vágó
Controlled Lyapunov-exponents with applications. CDC (2004)
László Gerencsér, Miklós Rásonyi, Zsuzsanna Vágó
Controlled Lyapunov-exponents in optimization and finance. ECC (2003)
László Gerencsér, Zalán Mátyás
A prediction-based behavioral model for financial markets. ECC (2003)
László Gerencsér, Gábor Molnár-Sáska
Adaptive encoding and prediction of hidden Markov processes. ECC (2003)
László Gerencsér, Gábor Molnár-Sáska
Estimation and Strong Approximation of Hidden Markov Models. POSTA (2003)
László Gerencsér, Gábor Molnár-Sáska, György Michaletzky, Gábor E. Tusnády, Zsuzsanna Vágó
New methods for the statistical analysis of Hidden Markov Models. CDC (2002)
László Gerencsér, György Michaletzky, Zoltan Reppa
Two-step estimation of misspecified, non-Gaussian ARMA processes. CDC (2002)
László Gerencsér, Stacy D. Hill, Zsuzsanna Vágó
Discrete optimization, SPSA and Markov chain Monte Carlo methods. CDC (2002)
László Gerencsér, György Kozmann, Zsuzsanna Vágó, Kristóf Haraszti
The use of the SPSA method in ECG analysis. IEEE Trans. Biomed. Eng. 49 (10) (2002)
György Michaletzky, László Gerencsér
BIBO stability of linear switching systems. IEEE Trans. Autom. Control. 47 (11) (2002)
László Gerencsér, Zsuzsanna Vágó
The mathematics of noise-free SPSA. CDC (2001)
László Gerencsér, Zsuzsanna Vágó
A stochastic approximation method for noise-free optimization. ECC (2001)
László Gerencsér, Stacy D. Hill, Zsuzsanna Vágó
Discrete optimization via SPSA. ACC (2001)
László Gerencsér, Zsuzsanna Vágó
SPSA in noise free optimization. ACC (2000)
Lorenzo Finesso, László Gerencsér, Ildikó Kmecs
A recursive randomized EM-algorithm for estimation under quantization error. ACC (2000)
Lorenzo Finesso, László Gerencsér, Ildikó Kmecs
Estimation of parameters from quantized noisy observations. ECC (1999)
László Gerencsér, Stacy D. Hill, Zsuzsanna Vágó
Optimization over discrete sets via SPSA. WSC (1999)
László Gerencsér
Convergence rate of moments in stochastic approximation with simultaneous perturbation gradient approximation and resetting. IEEE Trans. Autom. Control. 44 (5) (1999)
László Gerencsér, Zsuzsanna Vágó
Adaptive control of multivariable linear stochastic systems. A strong approximation approach. ECC (1999)
László Gerencsér
AR(infty) estimation and nonparametric stochastic complexity. IEEE Trans. Inf. Theory 38 (6) (1992)
László Gerencsér
Asymptotics of Predictive Stochastic Complexity. Data Compression Conference (1991)