Publications

2022

  • D. Ghion, M. Zorzi. "Distributed Kalman filtering with event-triggered communication: a robust approach". Mediterranean Conference on Control and Automation (MED), Athens, Greece, Jun. 2022

2021

  • D. Alpago, M. Zorzi, A. Ferrante. "Data-driven Link Prediction over Graphical Models". IEEE Trans. Aut. Control (accepted), 2021. [preprint] [online]

  • E. Gindullina, M. Zorzi, A. Bertoldo, A. Chiuso. "Estimating Effective Connectivity using Brain Partitioning". Accepted in IEEE Conference on Decision and Control, 2021.

  • M. Zorzi. "A second-order generalization of TC and DC kernels". Submitted, 2021. [preprint]

  • B. Zhu, M. Zorzi. "Multidimensional Rational Covariance and Cepstral Extension: A General Formulation". Submitted, 2021 [preprint]

  • D. Alpago, M. Zorzi, A. Ferrante. "A Scalable Strategy for the Identification of Latent-variable Graphical Models". IEEE Trans. Aut. Control (accepted), 2021. [preprint] [online]

  • S. Yi, M. Zorzi. "Robust Kalman Filtering Under Model Uncertainty: the Case of Degenerate Densities". IEEE Trans. Aut. Control (accepted), 2021. [online] [preprint]

  • B. Zhu, A. Ferrante, J. Karlsson, M. Zorzi "M^2-Spectral Estimation: A flexible approach ensuring rational solutions", SIAM J. Optimization Control, 59(4), 2977-2996, 2021. [preprint] [online]

  • B. Zhu, M. Zorzi "A Generalized Multidimensional Circulant Rational Covariance and Cepstral Extension Problem", IFAC Symposium System Identification (SYSID), Padova, Italy, Jul. 2021. [online]

  • M. Zorzi. "Optimal Transport between Gaussian Stationary Processes". IEEE Trans. Aut. Control, 66(10), 4939-4944, 2021. [online] [preprint]

  • M. Zorzi "Optimal Transport between Gaussian random fields", Mediterranean Conference on Control and Automation (MED), Bari, Italy, Jun. 2021 [preprint] [online]

  • L. Falconi, A. Ferrante, M. Zorzi, "A Robust Approach to ARMA Factor Modeling". Submitted, 2021. [preprint]

  • S. Yi , M. Zorzi "Robust fixed-lag smoothing under model perturbations". Submitted, 2021.

  • G. Picci, L. Falconi, A. Ferrante, M. Zorzi "Hidden Factor estimation in Dynamic Generalized Factor Analysis Models". Submitted, 2021.

  • A. Longhini, M. Perbellini, S. Gottardi, S. Yi, H. Liu and M. Zorzi "Learning the tuned liquid damper dynamics by means of a robust EKF", IEEE American Control Conference (ACC), New Orleans, US, 2021. [preprint] [online]

  • B. Zhu A. Ferrante, J. Karlsson, M. Zorzi. "M^2-Spectral Estimation: A Relative Entropy Approach". Automatica, 125, 109404, 2021. [preprint] [online]

2020

  • M. Zorzi. "Lectures on System Identification", Amazon, 2020. [online]

  • S. Yi, M. Zorzi "Low-Rank Kalman filtering under model uncertainty", IEEE Conference on Decision and Control, Jeju Island, Republic of Korea, Dec. 2020. [preprint] [online]

  • T. Benciolini, T. Grigoletto, M. Zorzi "Image compression by means of the multidimensional circulant covariance extension problem - Revisited", IEEE Conference on Decision and Control, Jeju Island, Republic of Korea, Dec. 2020. [preprint] [online]

  • F. Crescente, L. Falconi, F. Rozzi, A. Ferrante, M. Zorzi "Learning AR factor models", IEEE Conference on Decision and Control, Jeju Island, Republic of Korea, Dec. 2020. [preprint] [online]

  • A. Emanuele, F. Gasparotto, G. Guerra, M. Zorzi "Robust Distributed Kalman Filtering: On the Choice of the Local Tolerance", Sensors, 20(11), 3244, 2020. [online]

  • M. Zorzi "Autoregressive Identification of Kronecker Graphical Models". Automatica 119, 109053, 2020. [preprint] [online]

  • D. Alpago, M. Zorzi, A. Ferrante. "Link prediction: A graphical model approach". European Control Conference, Saint Petersburg-Russia, May 2020. [preprint] [online]

  • M. Zorzi. "A new kernel-based approach for spectral estimation". European Control Conference, Saint Petersburg-Russia, May 2020. [preprint] [online]

  • V. Ciccone, A. Ferrante, M. Zorzi. "Learning latent variable dynamic graphical models by confidence sets selection". IEEE Trans. Aut. Control, 65(12), 5130-5143, 2020. [online]

  • G. Prando, M. Zorzi, A. Bertoldo, M. Corbetta, M. Zorzi, A. Chiuso. "Sparse DCM for whole-brain effective connectivity from resting-state fMRI data". Neuroimage, 208,116367, 2020. [online]

  • M. Zorzi. "Distributed Kalman Filtering under Model Uncertainty", IEEE Trans. on Control of Network Systems, 7(2), 990-1001, 2020. [preprint] [online] [corrigendum]

  • D. Romeres, M. Zorzi, R. Camoriano, S. Traversaro, A. Chiuso. "Derivative-free online learning of inverse dynamics models". IEEE Trans. on Control Systems Technology 28(3), 816-830, 2020. [preprint] [online]

2019

  • M. Zorzi "Graphical model selection for a particular class of continuous-time processes". Kybernetika 55(5),782-801, 2019. [online]

  • V. Ciccone, A. Ferrante, M. Zorzi. "An alternating minimization algorithm for Factor Analysis". Kybernetika 55(4), 740-754, 2019. [preprint] [online]

  • B. Zhu A. Ferrante, J. Karlsson, M. Zorzi. "Fusion of Sensors Data in Automotive Radar Systems: A Spectral Estimation Approach". In IEEE Conference on Decision and Control, Nice, France, Dec. 2019. [preprint] [online]

  • M. Zorzi. "Empirical Bayesian Learning in AR Graphical Models", Automatica 109, 108516, 2019. [preprint] [online]

  • V. Ciccone, A. Ferrante, M. Zorzi. "Factor Models with Real Data: a Robust Estimation of the Number of Factors". IEEE Trans. Aut. Control 64(6), 2412 - 2425, 2019. [preprint] [online]

2018

  • M. Zorzi, "Learning Quasi-Kronecker Product Graphical Models". In IEEE Conference on Decision and Control, Miami, Florida, Dec. 2018. [preprint] [online]

  • M. Zorzi, B. C. Levy "Robust Kalman Filtering: Asymptotic Analysis of the Least Favorable Model". In IEEE Conference on Decision and Control, Miami, Florida, Dec. 2018. [preprint] [online]

  • V. Ciccone, A. Ferrante, M. Zorzi. "Robust Identification of "Sparse Plus Low-rank" Graphical Models: An Optimization Approach". In IEEE Conference on Decision and Control, Miami, Florida, Dec. 2018. [preprint] [online]

  • D. Alpago, M. Zorzi, A. Ferrante. "Identification of Sparse Reciprocal Graphical Models". IEEE Control Systems Letters, vol. 2(4), 659-664, 2018. [preprint] [online]

  • A. Zenere, M. Zorzi. "On the coupling of Model Predictive Control and Robust Kalman Filtering". IET Control Theory & Applications, 12(13), 1873-1881, 2018. [preprint] [online]

  • G. Prando, M. Zorzi, A. Bertoldo, A. Chiuso. "The role of noise modeling in the estimation of resting-state brain effective connectivity". In 18th SYSID, Stockholm, Sweden, Jul. 2018. [preprint] [online]

  • M. Zorzi, A. Chiuso. "The Harmonic Analysis of Kernel Functions". Automatica, 94, 125-137, 2018. [preprint] [online]

2017

  • M. Zorzi, "Convergence analysis of a family of robust Kalman filters based on the contraction principle", SIAM J. Optimization Control 55(5), 3116-3131, 2017. [preprint] [online]

  • G. Prando, M. Zorzi, A. Bertoldo, A. Chiuso. "Estimating effective connectivity in linear brain network models", IEEE Conference on Decision and Control, Melbourne, Australia, Dec. 2017. [preprint] [online]

  • V. Ciccone, A. Ferrante, M. Zorzi. "Factor analysis with finite data", IEEE Conference on Decision and Control, Melbourne, Australia, Dec. 2017. [preprint] [online]

  • M. Zorzi. "On the Robustness of the Bayes and Wiener Estimators under Model Uncertainty". Automatica 83(9), 133-140, 2017. [preprint] [online]

  • A. Zenere, M. Zorzi. "Model Predictive Control meets robust Kalman filtering". IFAC World Congress, Toulouse, France, 2017. [preprint] [online]

  • M. Zorzi. "Robust Kalman Filtering under Model Perturbations". IEEE Trans. Aut. Control, 62(6), 2902-2907, 2017. [preprint] [online]

  • M. Zorzi, A. Chiuso. "Sparse plus Low rank network identification: A nonparametric approach". Automatica, 76(2), 355-366, 2017. [preprint] [online]

2016

  • M. Zorzi, R. Sepulchre. "AR identification of Latent-variable Graphical models". IEEE Trans. Aut. Control, 61(9): 2327-2340, 2016. [preprint] [data] [online]

  • D. Romeres, M. Zorzi, R. Camoriano, A. Chiuso. "Online semi-parametric learning for inverse dynamics modeling". In 55th IEEE Conference on Decision and Control, Las Vegas, US, Dec. 2016. [preprint] [online]

  • B. C. Levy, M. Zorzi. "A contraction analysis of the convergence of risk-sensitive filters". SIAM J. Optimization Control, 54(4), 2154-2173, 2016. [preprint] [online]

2015

  • M. Zorzi. "An Interpretation of the Dual Problem of the THREE-like Approaches". Automatica, 62(12):87-92, Dec. 2015. [preprint] [online]

  • M. Zorzi, A. Chiuso. "A Bayesian Approach to Sparse plus Low rank Network Identification". 54th IEEE Conference on Decision and Control, Osaka, Japan, Dec. 2015. [preprint] [online]

  • F. Fraccaroli, A. Peruffo, M. Zorzi. "A new recursive Least Squares Method with Multiple Forgetting Schemes". 54th IEEE Conference on Decision and Control, Osaka, Japan, Dec. 2015. [preprint] [online]

  • R. Liegegois, B. Mishra, M. Zorzi, R. Sepulchre. "Sparse plus low-rank autoregressive identification in neuroimaging time series". 54th IEEE Conference on Decision and Control, Osaka, Japan, Dec. 2015. [preprint] [online]

  • M. Zorzi, B. C. Levy. "On the Convergence of a Risk Sensitive like Filter". 54th IEEE Conference on Decision and Control, Osaka, Japan, Dec. 2015. [preprint] [online]

  • M. Zorzi, R. Sepulchre. "Factor Analysis of Moving Average Processes". European Control Conference, Linz, Austria, Jul. 2015. [preprint] [online]

  • M. Zorzi. "Multivariate Spectral Estimation based on the concept of Optimal Prediction". IEEE Trans. Aut. Control, 60(6): 1647-1652, Jun. 2015. [preprint] [online] [matlab]

2014

  • M. Zorzi. "Rational approximations of spectral densities based on the Alpha divergence". Math. Control Signals Syst., 26(2):259-278, Jun. 2014. [preprint] [online]

  • M. Zorzi. "A new family of high-resolution multivariate spectral estimators". IEEE Trans. Aut. Control, 59(4): 892-904, Apr. 2014. [preprint] [online]

  • M. Zorzi, F. Ticozzi, and A. Ferrante. "Minimal resources identifiability and estimation of quantum channels". Quantum Information Processing, 13(3):683-707, Mar 2014. [preprint] [online]

  • M. Zorzi, F. Ticozzi, and A. Ferrante. "Minimum relative entropy for quantum estimation: Feasibility and general solution". IEEE Trans. Inf. Theory, 60(1):357-367, Jan 2014. [preprint] [online]

2013

2012

  • M. Zorzi, F. Ticozzi, and A. Ferrante. "Estimation of quantum channels: Identifiability and ML methods". 51st IEEE Conference on Decision and Control, Maui, Hawaii, Dec. 2012. [online]

  • M. Zorzi and A. Ferrante. "On the estimation of structured covariance matrices". Automatica, 48(9):2145-2151, Sep. 2012. [preprint] [online]

  • A. Ferrante, M. Pavon, and M. Zorzi. "Structured covariance estimation in high resolution spectral analysis". International Symposium on Mathematical Theory of Network and Systems, Melbourne, Australia, Jul. 2012. [online]

  • A. Ferrante, M. Pavon, and M. Zorzi. "A maximum entropy enhancement for a family of high-resolution spectral estimators". IEEE Trans. Aut. Control, 57(2):318-329, Feb. 2012. [preprint] [online]

2011

  • R. Corvaja, I. Capraro, A. Dall'Arche, N. Dalla Pozza, F. Gerlin, A. Tomaello, M. Zorzi, A. Assalini, A. Ferrante, G. Pierobon, F. Ticozzi, G. Vallone, and P. Villoresi. "Engineering a Long Distance Free-Space Quantum Channel". 4th International Symposium on Applied Sciences in Biomedical and Communication Technologies, Barcelona, Spain, Oct. 2011. [online]

2010

  • A. Ferrante, M. Pavon, and M. Zorzi. "Application of a global inverse function theorem of Byrnes and Lindquist to a multivariable moment problem with complexity constraint". In X. Hu, U. Jonsson, B. Wahlberg, B. and B. Ghosh, editors, three Decades of Progress in Control Sciences, pages 153-167. Springer-Verlag, Berlin, 2010. [preprint] [online]