László Gerencsér

According to our database, László Gerencsér authored at least 59 papers between 1991 and 2022.

Collaborative distances:

• Dijkstra number of four.
• Erdős number of three.

2022

Tight Bounds on the Convergence Rate of Generalized Ratio Consensus Algorithms.

Balázs Gerencsér, László Gerencsér

IEEE Trans. Autom. Control., 2022

2021

Hawkes processes: some key ideas, links to neuroscience and system identification.

László Gerencsér, György Perczel, Loránd Eröss, Dániel Fabó, Zsuzsanna Vágó

Commun. Inf. Syst., 2021

Real-time analysis of neuronal firing patterns via Hawkes processes.

László Gerencsér, György Perczel

Proceedings of the 55th Asilomar Conference on Signals, Systems, and Computers, 2021

2019

On the Poisson Equation of Parameter-Dependent Markov Chains.

Algo Carè, Balázs Csanád Csáji, Balázs Gerencsér, László Gerencsér, Miklós Rásonyi

CoRR, 2019

Parameter-Dependent Poisson Equations: Tools for Stochastic Approximation in a Markovian Framework.

Algo Carè, Balázs Csanád Csáji, Balázs Gerencsér, László Gerencsér, Miklós Rásonyi

Proceedings of the 58th IEEE Conference on Decision and Control, 2019

2018

Asymptotic Analysis of the LMS Algorithm with Momentum.

László Gerencsér, Balázs Csanád Csáji, Sotirios Sabanis

Proceedings of the 57th IEEE Conference on Decision and Control, 2018

2017

Adaptive Input Design for LTI Systems.

László Gerencsér, Håkan Hjalmarsson, Lirong Huang

IEEE Trans. Autom. Control., 2017

2014

Empirical characteristic function identification of linear stochastic systems with possibly unstable zeros.

László Gerencsér, Máté Mánfay

Proceedings of the 13th European Control Conference, 2014

2013

Adaptive experiment design for LTI systems.

Lirong Huang, Håkan Hjalmarsson, László Gerencsér

CoRR, 2013

Identification of finite dimensional linear stochastic systems driven by Lévy processes.

Máté Mánfay, László Gerencsér

Proceedings of the 12th European Control Conference, 2013

Probabilistic μ for rank-one and perturbed rank-one matrices.

Máté Mánfay, Gary J. Balas, Jozsef Bokor, László Gerencsér

Proceedings of the 12th European Control Conference, 2013

Change detection for finite dimensional Gaussian linear systems - a bound for the almost sure false alarm rate.

László Gerencsér, Cecilia Prosdocimi, Zsuzsanna Vágó

Proceedings of the 12th European Control Conference, 2013

Stability of hybrid Lévy systems.

László Gerencsér, Máté Mánfay

Proceedings of the 52nd IEEE Conference on Decision and Control, 2013

2012

Real time estimation of stochastic volatility processes.

László Gerencsér, Zsanett Orlovits

Ann. Oper. Res., 2012

Potential application of autonomous and semi-autonomous robots in the study of animal behaviour.

Ádám Miklósi, László Gerencsér

Proceedings of the IEEE 3rd International Conference on Cognitive Infocommunications, 2012

Adaptive experiment design for ARMAX systems?

Lirong Huang, Håkan Hjalmarsson, László Gerencsér

Proceedings of the 51th IEEE Conference on Decision and Control, 2012

2011

Input-output properties of the Page-Hinkley detector.

László Gerencsér, Cecilia Prosdocimi

Syst. Control. Lett., 2011

An adaptive method for consistent estimation of real-valued non-minimum phase zeros in stable LTI systems.

Cristian R. Rojas, Håkan Hjalmarsson, László Gerencsér, Jonas Mårtensson

Autom., 2011

A two-stage information criterion for stochastic systems revisited.

László Gerencsér, Lorenzo Finesso

Autom., 2011

2010

Stability of a Class of Hybrid Linear Stochastic Systems.

László Gerencsér, Vilmos Prokaj

IEEE Trans. Autom. Control., 2010

2009

Fundamental Modelling of Financial Markets.

László Gerencsér, Balázs Torma, Zsanett Orlovits

ERCIM News, 2009

Identification of ARX systems with non-stationary inputs - asymptotic analysis with application to adaptive input design.

László Gerencsér, Håkan Hjalmarsson, Jonas Mårtensson

Autom., 2009

Recursive identification of continuous-time linear stochastic systems - Convergence w.p.1 and in Lq.

László Gerencsér, Vilmos Prokaj

Proceedings of the 10th European Control Conference, 2009

2008

Stability of block-triangular stationary random matrices.

László Gerencsér, György Michaletzky, Zsanett Orlovits

Syst. Control. Lett., 2008

A behavioral stock market model.

László Gerencsér, Zalán Mátyás

Math. Methods Oper. Res., 2008

Quantization with Adaptation - Estimation of Gaussian Linear Models.

László Gerencsér, Ildikó Kmecs, Balázs Torma

Commun. Inf. Syst., 2008

2007

An improved bound for the exponential stability of predictive filters of hidden Markov models.

László Gerencsér, György Michaletzky, Gábor Molnár-Sáska

Commun. Inf. Syst., 2007

Almost sure and Lq-convergence of the re-initialized BMP scheme.

László Gerencsér, Zalán Mátyás

Proceedings of the 46th IEEE Conference on Decision and Control, 2007

2006

A Representation Theorem for the Error of Recursive Estimators.

László Gerencsér

SIAM J. Control. Optim., 2006

Improved estimation of the exponential stability of the predictive filter in hidden Markov models.

László Gerencsér, Gábor Molnár-Sáska, György Michaletzky

Proceedings of the American Control Conference, 2006

2005

Risk sensitive identification of linear stochastic systems.

László Gerencsér, György Michaletzky, Zsuzsanna Vágó

Math. Control. Signals Syst., 2005

A stochastic feedback system model of a stock exchange.

László Gerencsér, Zalán Mátyás, János Száz

Proceedings of the 44th IEEE IEEE Conference on Decision and Control and 8th European Control Conference Control, 2005

Recursive estimation of Hidden Markov Models.

László Gerencsér, Gábor Molnár-Sáska, Zsanett Orlovits

Proceedings of the 44th IEEE IEEE Conference on Decision and Control and 8th European Control Conference Control, 2005

Adaptive input design in system identification.

László Gerencsér, Håkan Hjalmarsson

Proceedings of the 44th IEEE IEEE Conference on Decision and Control and 8th European Control Conference Control, 2005

Discrete stochastic approximation via simultaneous difference approximations.

Stacy D. Hill, László Gerencsér, Zsuzsanna Vágó

Proceedings of the American Control Conference, 2005

2004

Controlled Lyapunov-exponents with applications.

László Gerencsér, Miklós Rásonyi, Zsuzsanna Vágó

Proceedings of the 43rd IEEE Conference on Decision and Control, 2004

Change detection of hidden Markov models.

László Gerencsér, Gábor Molnár-Sáska

Proceedings of the 43rd IEEE Conference on Decision and Control, 2004

Stochastic approximation on discrete sets using simultaneous difference approximations.

Stacy D. Hill, László Gerencsér, Zsuzsanna Vágó

Proceedings of the 2004 American Control Conference, 2004

Discrete optimization, SPSA and Markov chain Monte Carlo methods.

László Gerencsér, Stacy D. Hill, Zsuzsanna Vigo, Zoltin Vincze

Proceedings of the 2004 American Control Conference, 2004

2003

Estimation and Strong Approximation of Hidden Markov Models.

László Gerencsér, Gábor Molnár-Sáska

Proceedings of the Positive Systems, 2003

Controlled Lyapunov-exponents in optimization and finance.

László Gerencsér, Miklós Rásonyi, Zsuzsanna Vágó

Proceedings of the 7th European Control Conference, 2003

A prediction-based behavioral model for financial markets.

László Gerencsér, Zalán Mátyás

Proceedings of the 7th European Control Conference, 2003

Adaptive encoding and prediction of hidden Markov processes.

László Gerencsér, Gábor Molnár-Sáska

Proceedings of the 7th European Control Conference, 2003

2002

The use of the SPSA method in ECG analysis.

László Gerencsér, György Kozmann, Zsuzsanna Vágó, Kristóf Haraszti

IEEE Trans. Biomed. Eng., 2002

BIBO stability of linear switching systems.

György Michaletzky, László Gerencsér

IEEE Trans. Autom. Control., 2002

Two-step estimation of misspecified, non-Gaussian ARMA processes.

László Gerencsér, György Michaletzky, Zoltan Reppa

Proceedings of the 41st IEEE Conference on Decision and Control, 2002

New methods for the statistical analysis of Hidden Markov Models.

László Gerencsér, Gábor Molnár-Sáska, György Michaletzky, Gábor E. Tusnády, Zsuzsanna Vágó

Proceedings of the 41st IEEE Conference on Decision and Control, 2002

Discrete optimization, SPSA and Markov chain Monte Carlo methods.

László Gerencsér, Stacy D. Hill, Zsuzsanna Vágó

Proceedings of the 41st IEEE Conference on Decision and Control, 2002

2001

A stochastic approximation method for noise-free optimization.

László Gerencsér, Zsuzsanna Vágó

Proceedings of the 6th European Control Conference, 2001

The mathematics of noise-free SPSA.

László Gerencsér, Zsuzsanna Vágó

Proceedings of the 40th IEEE Conference on Decision and Control, 2001

Discrete optimization via SPSA.

László Gerencsér, Stacy D. Hill, Zsuzsanna Vágó

Proceedings of the American Control Conference, 2001

2000

SPSA in noise free optimization.

László Gerencsér, Zsuzsanna Vágó

Proceedings of the American Control Conference, 2000

A recursive randomized EM-algorithm for estimation under quantization error.

Lorenzo Finesso, László Gerencsér, Ildikó Kmecs

Proceedings of the American Control Conference, 2000

1999

Convergence rate of moments in stochastic approximation with simultaneous perturbation gradient approximation and resetting.

László Gerencsér

IEEE Trans. Autom. Control., 1999

Optimization over discrete sets via SPSA.

László Gerencsér, Stacy D. Hill, Zsuzsanna Vágó

Proceedings of the 31st conference on Winter simulation: Simulation, 1999

Adaptive control of multivariable linear stochastic systems. A strong approximation approach.

László Gerencsér, Zsuzsanna Vágó

Proceedings of the 5th European Control Conference, 1999

Estimation of parameters from quantized noisy observations.

Lorenzo Finesso, László Gerencsér, Ildikó Kmecs

Proceedings of the 5th European Control Conference, 1999

1992

AR(infty) estimation and nonparametric stochastic complexity.

László Gerencsér

IEEE Trans. Inf. Theory, 1992

1991

Asymptotics of Predictive Stochastic Complexity.

László Gerencsér

Proceedings of the IEEE Data Compression Conference, 1991