Name: Professor Bernard Hanzon
Position: Associate Professor in Financial Mathematics/Head
of Mathematics Department
Office: WGB G40
T: 353 (0)21 4205839
PhD and MSc studentships—deadline May 15, 2016.
B. Hanzon, Th. Nijman, "On Identifiability of Linear Systems with Missing Observations"
Inaugural Lecture presented on 12 Dec 2012 in the Aula Maxima of University College Cork
My lecture Money, Movement and Mathematics can be viewedon UCC TV by going
to the following web address:
and clicking on the icon (or better: byclicking on "open external
window") corresponding to that lecture (you may have to download the
program Quick Time first). Kind regards, Bernard
Bernard Hanzon, Steven I. Marcus, "RIEMANNIAN METRICS ON SPACES OF STABLE LINEAR
SYSTEMS, WITH APPLICATIONS TO IDENTIFICATION"
Ralf L.M. Peeters,
Bernard Hanzon, Martine Olivi,
realizations of discrete-time stable all-pass systems and the tangential Schur algorithm”, Dec 2010
Bernard Hanzon, Finbarr Holland,
"On a Perron-Frobenius type result for non-negative impulse response
functions", March 2010.
T. Ribartis and B. Hanzon "On a New Approach to
Cointegration - The State-Space Error Correction Model".
B. Hanzon and T. Ribartis "Co-integration in
Continous and Discrete Time - The State-Space Error-Correction Model".
Poster - Toronto
B. Hanzon, R.L.M. Peeters, M. Olivi, “Subdiagonal pivot
structures and associated canonical forms under state isometries”,
Proc SYSID2009, St Malo, July 2009,
R.L.M. Peeters, M. Olivi, B. Hanzon, “Balanced realizations of lossless
systems: Schur parameters, canonical forms and applications”, Proc SYSID2009,
St Malo, July 2009.
B. Hanzon, "On a coordinate
Free Prediction error algorithm for system identification", Elsevier
Science Publishers B.V., 1986.
A Geometric Approach to System Identification using Model-Reduction Techniques 1988
CSF Brazil Projects:
Pricing and Hedging based on 2EPT Levy processes
Algebraic Optimization with Applications in Finance and Control
Ralf.L.M. Peeters, Bernard Hanzon, “Symbolic Computation of Fisher Information Matrices, Part I-Methods for Parametrized State-Space Systems”, Maastricht University, Dept of Mathematics, Report 96-13, 1996.
Ralf.L.M. Peeters, Bernard Hanzon, “Symbolic Computation of Fisher Information Matrices, Part 2-Sylvester Equations in Controller Companion Form”, Maastricht University, Dept of Mathematics, Report M 98-02,1998.
Bernard Hanzon, Ralf L.M. Peeters, “On the State Isomorphism Approach to Identifiability of Nonlinear Systems”, Maastricht University, Department of Mathematics, Report M00-09, 2000.
Bernard Hanzon, Ralf L.M. Peeters, “Identifiability of Homogeneous Systems using the State Isomorphism Approach”, Department of Mathematics, Report M02-10, 2002.
Bernard Hanzon and Ralf L.M. Peeters,”Balanced Parametrizations of Stable SISO All-Pass Systems in Discrete-Time”, Maastricht University, Department of Mathematics, Report M97-05, 1997.
Bernard Hanzon and Ralf L.M. Peeters, “A Faddeev Sequence Method for Solving Lyapunov and Sylvester Equations” Maastricht University, Department of Mathematics, Report M95-01, 1995.
B. HANZON, “IDENTIFIABILITY, RECURSIVE IDENTIFICATION AND SPACES OF LINEAR DYNAMICAL SYSTEMS”, Erasmus University Rotterdam, 1986.
Page 201 -300
Page 301 -END
Some New Results and Applications of an Algorithm of Agashe
On a Finiteness Result for the Number of
Critical Points of the H2 Approximation
B. Hanzon, M. Hazewinkel (eds), “Constructive Algebra and Systems Theory”, KNAW, Amsterdam, 2006.