SCHOOL OF MATHEMATICAL SCIENCES

 

 

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/sciencelectures-2007.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 (INRIA Sophia Antipolis), “Canonical lossless state-space systems: Staircase forms and the Schur algorithm”, Dec 2010

Ralf L.M. Peeters, Bernard Hanzon, Martine Olivi, “Balanced 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,

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 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 1-100

Page 101-200

Page 201 -300

Page 301 -END

Some New Results and Applications of an Algorithm of Agashe

Seminar Presentations:

http://www-control.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.