Name: Professor Bernard Hanzon
Position: Associate Professor in Financial Mathematics/Head
of Mathematics Department
Office: WGB G40
T: 353 (0)21 4205839
E: b.hanzon@ucc.ie
PhD and MSc studentships—deadline May 15, 2016.
TEACHING:
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:
http://interactive.ucc.ie/test/new/include/sciencelectures2007.html
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
Selected Publications
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,
“Balanced
realizations of discretetime stable allpass systems and the tangential Schur algorithm”, Dec 2010
Bernard Hanzon, Finbarr Holland,
"On a PerronFrobenius type result for nonnegative impulse response
functions", March 2010.
T. Ribartis and B. Hanzon "On a New Approach to
Cointegration  The StateSpace Error Correction Model".
B. Hanzon and T. Ribartis "Cointegration in
Continous and Discrete Time  The StateSpace ErrorCorrection 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,
and
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.
Report 1
Report 2
Report 3
Additive Decomposition
Budan_Fourier_
Budan_Fourier_EPT
Budan_Fourier_P
EP_Bisection
EPT_Bisection
Matlab
Zeros_EPT
A Geometric Approach to System Identification using ModelReduction 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 IMethods for Parametrized StateSpace Systems”, Maastricht University, Dept of Mathematics, Report 9613, 1996.
Ralf.L.M. Peeters, Bernard Hanzon, “Symbolic Computation of Fisher Information Matrices, Part 2Sylvester Equations in Controller Companion Form”, Maastricht University, Dept of Mathematics, Report M 9802,1998.
Bernard Hanzon, Ralf L.M. Peeters, “On the State Isomorphism Approach to Identifiability of Nonlinear Systems”, Maastricht University, Department of Mathematics, Report M0009, 2000.
Bernard Hanzon, Ralf L.M. Peeters, “Identifiability of Homogeneous Systems using the State Isomorphism Approach”, Department of Mathematics, Report M0210, 2002.
Bernard Hanzon and Ralf L.M. Peeters,”Balanced Parametrizations of Stable SISO AllPass Systems in DiscreteTime”, Maastricht University, Department of Mathematics, Report M9705, 1997.
Bernard Hanzon and Ralf L.M. Peeters, “A Faddeev Sequence Method for Solving Lyapunov and Sylvester Equations” Maastricht University, Department of Mathematics, Report M9501, 1995.
B. HANZON, “IDENTIFIABILITY, RECURSIVE IDENTIFICATION AND SPACES OF LINEAR DYNAMICAL SYSTEMS”, Erasmus University Rotterdam, 1986.
Page 1100
Page 101200
Page 201 300
Page 301 END
Some New Results and Applications of an Algorithm of Agashe
Seminar Presentations:
http://wwwcontrol.eng.cam.ac.uk/Homepage/abstracts/hanzon.html
On a Finiteness Result for the Number of
Critical Points of the H2 Approximation
Criterion
B. Hanzon, M. Hazewinkel (eds), “Constructive Algebra and Systems Theory”, KNAW, Amsterdam, 2006.
