Last modified Dec 18, 2006.

Alexander V. Nazin

List of Publications

1. (with A.S. Poznyak) Adaptive Choice of Variants: Recursive Algorithms. Moscow, Nauka, 1986. 288 pp. - In Russian.
2. Method of Stochastic Approximation with Averaging. Manual. Moscow, MAI, 2001.
   63 pp. - In Russian.

1. (with A.S. Poznyak) Adaptive Learning Sequential Mashines. Automation and Remote Control, v.36, No.12, 1975, pp.2034-91
2. (with A.S. Poznyak) Stochastic Zero-Sum Game of Two Automata. Automation and Remote Control, v.38, No.1, 1977, pp.40-47
3. On Game Approach to Solving Stochastic Programming Problem. Automation and Remote Control, v.39, No.2, 1978.
4. (with A.I. Kaplinsky and A.S. Krasnenker) Learning to convolution principle in vector optimization problem. Avtomatika i vichislitel'naya tekhnika. No.4, 1978. (In Russian. Translated into English.)
5. (with A.S. Poznyak) Matrix N-Participants Games Under Uncertainty. Economika i matematecheskie metody. V. XIV, No.5, 1978. (In Russian. Translated into English.)
6. On Rate of Convergence and Choice of Parameters for Automata Type Algorithm. Automation and Remote Control, v.43, No.7, 1982.
7. (with A.S. Poznyak) On Convergence of Narendra-Shapiro Automata Algorithm. Automation and Remote Control, v.44. No.2 1983.
8. (with A.S. Poznyak) On Convergence of Luce and Varshavsky-Vorontsova Automata Algorithms. Automation and Remote Control. V.44, No.9. 1983.
9. Game Problem of Adaptive Choice of Variants and its Solution Algorithm. Automation and Remote Control, v.44. No.11 1983.
10. (with A.S. Poznyak and Ya.Z. Tzypkin) Adaptive Finite Systems. Itogi Nauki i Tekhniki, Ser. Tech. Kibernetika, v.19, pp.69-106, 1986. (In Russian.)
11. Informational Inequalities in the Problem of Gradient Stochastic Optimization And Optimal Realizable Algorithms. Automation and Remote Control, v.50, No.4, 1989, pp.531-540.
12. (with B.T. Polyak and A.B. Tsybakov) Passive Stochastic Approximation. Automation and Remote Control, v.50. No.11. 1989, pp.1563-1569
13. (with A.B. Yuditskii) On Informational Inequalities for Adaptive Control Problem for Linear Plant. Doklady Akademii Nauk SSSR, v.317, No.2, 1991, pp.323-325. (In Russian. Translated into English.)
14. (with A.B. Yuditskii) Optimal and Robust Estimation of Slowly Drifting Parameters in Linear Regression. Automation and Remote Control, v.52, No.6, 1991, pp.798-807.
15. Information Inequalities in Adaptive Control of a Multidimensional Linear Plant. Automation and Remote Control, v.53, No.4, 1992, pp. 570-577.
16. (with B.T. Polyak and A.B. Tsybakov) Optimal and Robust Kernel Algorithms for Passive Stochastic Approximation. IEEE Transactions on Information Theory. V.38, No.5, 1992, pp.1577-83.
17. (with A.V. Goldenshlyuger) Parameter Estimation under Random and Bounded Noises. Automation and Remote Control, v.53, No.10, 1992, pp. 1536-42.
18. (with A.M. Kerbelev and Ya.Z. Tsypkin) Matrix Algorithms of Adaptation in Neural Networks. Optical Memory & Neural Networks. No.2, 1993.
19. (with P.S. Shcherbakov) Averaging Trajectories Method in Passive Stochastic Approximation (Linear Algorithm). Problems of Information Transmission. V.29, No.4, 1993.
20. Asymptotically Efficient Adaptive Control Algorithm for Multivariate Linear Plants. Automation and Remote Control, v.54, No.7, 1993, pp.1115-27.
21. Asymptotically Quasi-Efficient Estimates of Stochastic Approximation under Unknown Noise Density. Doklady Akademii Nauk, v.338, No.4, 1994, pp.465-467. - In Russian.
22. (with P.S. Shcherbakov) Passive Stochastic Approximation With Averaging Along Trajectories. Automation and Remote Control, v.55, No.5, 1994, pp.653-661.
23. (with P.S. Shcherbakov) Implementable Optimal Algorithm of Passive Stochastic Approximation with Averaging Along Trajectory. Problems of Information Transmission. V.30, No.3, 1994.
24. (with A.B. Yuditskii) Lower Information Bounds in Adaptive Tracking for Linear Discrete Stochastic Plant. Problems of Information Transmission. V.31, No.1, 1995.
25. Asymptotic Properties of Quasi-Optimal Algorithms of Stochastic Approximation under Unknown Density of Noise. Automation and Remote Control, v.56, No.10, 1995, pp.1412-18.
26. (with A.B. Iouditski) Information Lower Bounds in Nonparametric Adaptive Control Problem. Doklady Akademii Nauk, v. 360, No.6, 1998, pp.745-746. (In Russian. Translated into English.)
27. (with V.Ya. Katkovnik) Minimax Lower Bound for Time-Varying Frequency Estimation of Harmonic Signal. IEEE Transactions on Signal Processing, v.46, No.12, December 1998, pp.3235-45.
28. (with A.B. Juditsky) Attainable Information Bounds in Adaptive Control Problem for Stochastic Systems under Non-Parametric Uncertainty. Automation and Remote Control, v.60, No.3, 1999, pp.445-457.
29. (with A.B. Juditsky) Information Approach to Adaptive Control for Nonlinear Plants. International Journal of Adaptive Control and Signal Processing. V.15, No.2, March 2001, pp.153-168.
30. (with L. Ljung) Asymptotically Optimal Smoothing of Averaged LMS Estimates for Regression Parameter Tracking. Automatika, 38 (8), 2002, pp.1287-93. IFAC Journal.
31. (with E.V. Piterskaya) Method of Stochastic Approximation with Averaging for Evaluating Sizes of Microparticles in Digital Image. Automation and Remote Control, V.63, No.11, 2002, pp. 1853-1859.
32. (with G. Bouchard, S. Girard and A.B. Iouditski) Nonparametric Frontier Estimation by Linear Programming. Automation and Remote Control, V.65, No.1, 2004, pp. 58-64.
33. (with A. Poznyak and D. Murano) Suboptimal Robust Asymptotic Observer for Stochastic Continuous Time Nonlinear System. Systems and Control Letters. V.52, No.5, 2004, pp.377-385.
34. (with S.A. Nazin and B.T. Polyak) On the Convergence of Outer Bounding Ellipsoidal Approximations of Reachability Sets for Linear, Discrete-Time Dynamic Systems. Automation and Remote Control, V.65, No.8, 2004, pp. 1210-1230. (Translated into English as Avtomatika i Telemekhanika, No.8, 2004, pp.39-61.)
35. (with J. Roll and L. Ljung) "Non-linear System Identification Via Direct Weight Optimization". Automatica, Special Issue on "Data-Based Modelling and System Identification", V.41, No.3, 2005, pp.475-490. IFAC Journal. Pre-publication is available at http://www.control.isy.liu.se/research/reports/2005/2696.pdf
36. (with G. Bouchard, S. Girard and A.B. Juditsky) Some linear programming methods for frontier estimation. Applied Stochastic Models in Business and Industry, V.21, No.2, 2005, pp.175--185.
37. (with S. Girard and A.B. Juditsky) L₁-Optimal Nonparametric Frontier Estimation by Linear Programming. Automation and Remote Control, Vol.66, No.12, 2005, pp.2000-2018. (Translated into English from the Russian journal Avtomatika i Telemekhanika, No.12, 2005, pp.143-161.)
38. (with N. Vayatis, A.B. Tsybakov, and A. Juditsky) Recursive Aggregation of Estimators by the Mirror Descent Algorithm with Averaging. Problems of Information Transmission. V.41, No.4, 2005, pp.368-384. (Translated from Problemy Peredachi Informatsii, No.4, 2005, pp.78-96. Russian journal.) Pre-publication (in English) is available at http://hal.ccsd.cnrs.fr/ccsd-00004908/en/

1. On Collective Behavior of Stochastic Automata with Changing Structure. 1-st International Conference of Young Scientists "Design and Application Problems of Discrete Systems in Control", Minsk, 1977. (In Russian.)
2. (with A.S. Poznyak) Adaptive Control Of Finite Markov Chains Employing Stochastic Approximation Method. Second IFAC Symp. on Stoch. Control. Part 2. Vilnius, USSR. May 19-23, 1986. (In English.)
3. (with V.M. Ananjin, D.I. Lovlya and A.S. Poznyak) Adaptive Systems for Controlling Microbiological Synthesis: Design and Application. In: IFAC Workshop on Evaluation of Adaptive Control Strategies in Industrial Applications.- Tbilisi. USSR. October, 1989. (In English.)
4. (with A.B. Juditsky) Lower Informational Bounds for Adaptive Control Problem and Efficient Algorithms. Proc. 1st European Control Conference. July 1991. Grenoble, France. V.2. Hermes, Paris.
5. (with A.B. Juditsky) Lower Information Bounds For Adaptive Control Problem. In: Proceedings of International Symposium on Adaptive Systems in Control and Signal Processing. - ENSIEG-Grenoble. France. 1-3 July, 1992.
6. (with B. Delyon and A.B. Juditsky) Optimal and Robust Tracking of Regression Parameters. Proc. 31st CDC. Tucson, Arizona, USA. December, 1992.
7. Efficient Adaptive Minimum Variance Control for Discrete Stochastic Linear Plant under Unknown Noise Density: NN-Approach. Proceedings of Control'94, Coventry, UK, 21-24 March, 1994.
8. (with P.S. Shcherbakov) NN-Approach to Design of the Optimal Stochastic Approximation Algorithms. Proceedings of Control'94, Coventry, UK, 21-24 March, 1994.
9. (with S.N. Tikhonov) Asymptotic Averaging Along Stochastic Approximation Trajectories for Identification of ARX Model. Proceedings of 10th IFAC Symp.on System Identification, 4-6 July 1994, Copenhagen, Denmark.
10. Quasi-Efficient Stochastic Approximation on the Basis of Neural Networks. Proceedings of 33rd CDC, Lake Buena Vista, FL, USA - December 1994.
11. NN-Based Quasi-Efficient Procedure of Stochastic Approximation Type with Averaging. Proceedings of 3rd ECC, Vol.2, Rome, Italy, 5-8 September 1995.
12. Information Inequalities In Stochastic Adaptive Control Problems. In: Proceedings of International Chebyshev Conference, Moscow, Mech.-Math. Department of the Moscow State University, 1996, Vol.2, p.261-264.
13. (with A.B. Juditsky) Information Lower Bounds for Discrete Nonlinear Adaptive Control Problem: Nonparametric Uncertainty. ECC'97, 1-3 July 1997, Brussel.
14. (with A.B. Juditsky) Information Lower Bounds for Stochastic Adaptive Tracking Problem Under Nonparametric Uncertainty. 36th CDC, 10-12 Dec. 1997, San Diego, California, USA.
15. (with V. Katkovnik) Minimax Lower Bound For Time-Varying Frequency Estimation Of Harmonic Signal. In: Proceedings of IEEE International Conference of Acoustics, Speech & Signal Processing (Proc. ICASSP'98), Vol.4, pp.2213-16, Seattle, Washington, May 12-15, 1998, USA.
16. (with A.B. Juditsky) Information Lower Bounds for Nonlinear Adaptive Control Problem under Non-Gaussian Disturbances. Mathematical Theory of Networks and Systems (MTNS'98), July 6-10, 1998, Padova, Italy.
17. (with A.B. Juditsky) Optimal Rates Of Adaptive Control For Nonlinear Stochastic Systems. In: Abstracts of 6th International Workshop on Stability and Oscillations of Non-Linear Control Systems, Moscow, June, 2000, p.96.
18. (with L. Ljung) Asymptotically Optimal Smoothing of Stochastic Approximation Estimates for Regression Parameter Tracking. 15th IFAC Congress, Barcelona, 21-26 July 2002.
19. (with L. Ljung and J. Roll) A Non-Asymptotic Approach to Local Modelling. The 41st IEEE CDC, Las Vegas, Nevada, USA, 10-13 Dec. 2002.
20. (with A. Poznyak and D. Murano) Suboptimal Robust Asymptotic Observer for Stochastic Continuous Time Nonlinear System: Numerical Procedure and Convergence Analysis. The 41st IEEE CDC, Las Vegas, Nevada, USA, 10-13 Dec. 2002.
21. (with J. Roll and L. Ljung) Local Modelling of Nonlinear Dynamic Systems Using Direct Weight Optimization. 13th IFAC Symp. on System Identification, SYSID'2003, accepted as a Regular Paper. See also pre-publication as Tech. Report LiTH-ISY-R-2483, Jan 2003.
22. (with J. Roll and L. Ljung) Local Modelling with A Priori Known Bounds Using Direct Weight Optimization. European Control Conference, ECC'2003. Regular Paper. See also pre-publication as Tech. Report LiTH-ISY-R-2484, Jan 2003.
23. (with S.A. Nazin and B.T. Polyak) "Convergence of the recursive ellipsoid estimates of reachability sets for linear discrete-time dynamical systems". VIII International Workshop Stability and Oscillations of Nonlinear Control Systems, 2-4 June 2004, Moscow, Russia; in commemoration of E.S. Pyatnitskiy. Selected Proc. STAB04, pp.125-132. Available at http://www.ipu.ru/semin/arhiv/stab04/doc/11.pdf - In Russian (English abstr.: p.132).
24. (with A. Juditsky, J. Roll and L. Ljung) "Adaptive DWO Estimator of a Regression Function" IFAC Symposium on Nonlinear Control Systems (NOLCOS 2004), Stuttgart, September 1-3, 2004. Regular Paper.
25. (with J. Roll and L. Ljung) A General Direct Weight Optimization Framework for Nonlinear System Identification. 16th IFAC Congress, Prague, 4-8 July 2005, pp.Mo-M01-TO/1. (Regular Paper.)
    Pre-publication is available at http://www.control.isy.liu.se/research/reports/2005/2697.pdf
26. (with A. Juditsky, A.B. Tsybakov and N. Vayatis) Generalization Error Bounds for Aggregation by Mirror Descent with Averaging. 19th Annual Conference on Neural Information Processing Systems (NIPS 2005), December 5-8, 2005, Vancouver, B.C., Canada. (Poster).
27. (with J. Roll and L. Ljung) Direct Weight Optimization for Approximately Linear Functions: Optimality and Design. 14th IFAC Symposium on System Identification, SYSID 2006, Newcastle, Australia, March 29-31, 2006. (Regular Paper.)
28. (with B.T. Polyak, M.V. Topunov and S.A. Nazin) Rejection of Bounded Disturbances via Invariant Ellipsoids Technique. The 45th IEEE CDC, San Diego, California USA, 13-15 Dec. 2006. (Poster.)
29. (with S. Girard and A.B. Juditsky) On optimal and adaptive non-parametric estimation for periodic frontier via linear programming. The 3rd International Conference on Control Sciences, Moscow, Russia, 19-22 June 2006. (In English. Regular Paper.)
30. (with J. Roll and L. Ljung) Direct Weight Optimization in Nonlinear Function Estimation and System Identification. VI International Conference on System Identification and Control, SICPRO 2006, Moscow, Russia, 29 Janyary - 1 February. (In English. Accepted as Plenary Talk.)