Articles in Journals

[1]

D. Brigo, B. Hanzon, F. Le Gland, A differential geometric approach to nonlinear filtering : the projection filter, IEEE Transactions on Automatic Control AC-43, 2, February 1998, pages 247-252.

[2]

D. Brigo, B. Hanzon, F. Le Gland, Approximate filtering by projection on the manifold of exponential densities, Bernoulli 5, 3, June 1999, pages 495-534.

[3]

F. Campillo, Y. A. Kutoyants, F. Le Gland, Small noise asymptotics of the GLR test for off-line change detection in misspecified diffusion processes, Stochastics and Stochastics Reports 70, 1-2, 2000, pages 109-129.

[4]

M. Joannides, F. Le Gland, Small noise asymptotics of the Bayesian estimator in nonidentifiable models, Statistical Inference for Stochastic Processes 5, 1, 2002, pages 95-130.

[5]

F. Le Gland, L. Mevel, Basic properties of the projective product, with application to products of column-allowable nonnegative matrices, Mathematics of Control, Signals and Systems 13, 1, 2000, pages 41-62.

[6]

F. Le Gland, L. Mevel, Exponential forgetting and geometric ergodicity in hidden Markov models, Mathematics of Control, Signals and Systems 13, 1, 2000, pages 63-93.

[7]

F. Le Gland, N. Oudjane, A robustification approach to stability and to uniform particle approximation of nonlinear filters : the example of pseudo-mixing signals, Stochastic Processes and their Applications 106, 2, August 2003, pages 279-316.

[8]

F. Le Gland, N. Oudjane, Stability and uniform approximation of nonlinear filters using the Hilbert metric, and application to particle filters, The Annals of Applied Probability 14, 1, February 2004, pages 144-187.

Articles in Contributed Volumes

[9]

A. Benveniste, F. Le Gland, E. Fabre, S. Haar, Distributed hidden Markov models, in : Optimal Control and PDE's - Innovations and Applications. In honor of Alain Bensoussan on the occasion of his 60th birthday, J.-L. Menaldi, E. Rofman, and A. Sulem, editors, IOS Press, Amsterdam, 2001, pages 211-220.

[10]

F. Cérou, F. Le Gland, N. J. Newton, Stochastic particle methods for linear tangent filtering equations, in : Optimal Control and PDE's - Innovations and Applications. In honor of Alain Bensoussan on the occasion of his 60th birthday, J.-L. Menaldi, E. Rofman, and A. Sulem, editors, IOS Press, Amsterdam, 2001, pages 231-240.

[11]

F. Le Gland, B. Wang, Asymptotic normality in partially observed diffusions with small noise : application to FDI, in : Workshop on Stochastic Theory and Control, University of Kansas 2001. In honor of Tyrone E. Duncan on the occasion of his 60th birthday, B. Pasik-Duncan, editors, Lecture Notes in Control and Information Sciences, 280, Springer Verlag, Berlin, 2002, pages 267-282.

[12]

C. Musso, N. Oudjane, F. Le Gland, Improving regularized particle filters, in : Sequential Monte Carlo Methods in Practice, A. Doucet, N. de Freitas, and N. Gordon, editors, Statistics for Engineering and Information Science, Springer Verlag, New York, 2001, ch. 12, pages 247-271.

Articles in Conference Proceedings

[13]

D. Brigo, F. Le Gland, A finite dimensional filter with exponential conditional density, in : 36th IEEE Conference on Decision and Control (CDC), San Diego, IEEE Control Systems Society, pages 1643-1644, December 1997.

[14]

N. Caylus, A. Guyader, F. Le Gland, Particle filters for partially observed Markov chains, in : IEEE Workshop on Statistical Signal Processing (SSP), Saint-Louis, IEEE-SPS, September 2003.

[15]

F. Cérou, F. Le Gland, Efficient particle filters for residual generation in partially observed SDE's, in : 39th IEEE Conference on Decision and Control (CDC), Sydney, IEEE Control Systems Society, pages 1200-1205, December 2000.

[16]

A. Guyader, F. Le Gland, N. Oudjane, A particle implementation of the recursive MLE for partially observed diffusions, in : 13th Symposium on System Identification (SYSID), Rotterdam, IFAC / IFORS, pages 1305-1310, August 2003.

[17]

M. Joannides, F. Le Gland, Nonlinear filtering with continuous time perfect observations and noninformative quadratic variation, in : 36th IEEE Conference on Decision and Control (CDC), San Diego, IEEE Control Systems Society, pages 1645-1650, December 1997.

[18]

M. Joannides, F. Le Gland, Small noise asymptotics of nonlinear filters with nonobservable limiting deterministic system, in : 36th IEEE Conference on Decision and Control (CDC), San Diego, IEEE Control Systems Society, pages 1663-1668, December 1997.

[19]

V. Krishnamurthy, F. Le Gland, State and parameter estimation from boundary-crossings, in : 37th IEEE Conference on Decision and Control (CDC), Tampa, IEEE Control Systems Society, pages 3954-3959, December 1998.

[20]

Y. A. Kutoyants, F. Le Gland, R. Rakotozafy, Identification d'un système non-linéaire partiellement observé par la méthode de la distance minimale, in : 5ème Colloque Africain sur la Recherche en Informatique (CARI), Antananarivo, October 2000.

[21]

F. Le Gland, L. Mevel, Asymptotic behaviour of the MLE in hidden Markov models, in : 4th European Control Conference (ECC), Bruxelles, July 1997. Paper FrA-F6.

[22]

F. Le Gland, L. Mevel, Exponential forgetting and geometric ergodicity in HMM's, in : 36th IEEE Conference on Decision and Control (CDC), San Diego, IEEE Control Systems Society, pages 537-542, December 1997.

[23]

F. Le Gland, L. Mevel, Recursive identification in HMM's, in : 36th IEEE Conference on Decision and Control (CDC), San Diego, IEEE Control Systems Society, pages 3468-3473, December 1997.

[24]

F. Le Gland, L. Mevel, Fault detection in HMM's : a local asymptotic approach, in : 39th IEEE Conference on Decision and Control (CDC), Sydney, IEEE Control Systems Society, pages 4686-4690, December 2000.

[25]

F. Le Gland, C. Musso, N. Oudjane, An analysis of regularized interacting particle methods for nonlinear filtering, in : Preprints of the 3rd IEEE European Workshop on Computer-Intensive Methods in Control and Data Processing, Prague, J. Rojícek, M. Valeckova, M. Kárný, K. Warwick, editors, pages 167-174, September 1998.

[26]

F. Le Gland, N. Oudjane, Stability and approximation of nonlinear filters using the Hilbert metric, and applications to particle filters, in : 39th IEEE Conference on Decision and Control (CDC), Sydney, IEEE Control Systems Society, pages 1585-1590, December 2000.

[27]

F. Le Gland, Stability and approximation of nonlinear filters : an information theoretic approach, in : 38th IEEE Conference on Decision and Control (CDC), Phoenix, IEEE Control Systems Society, pages 1889-1894, December 1999.

[28]

F. Le Gland, Filtrage particulaire, in : 19ème Colloque sur le Traitement du Signal et des Images, Paris, II, GRETSI, pages 1-8, September 2003. Plenary talk.

Research and Technical Reports

[29]

F. Cérou, P. Del Moral, F. Le Gland, P. Lézaud, Genetic genealogical models in rare event analysis, Publication du Laboratoire de Statistique et Probabilités, Université Paul Sabatier, Toulouse, 2002.

[30]

F. Cérou, P. Del Moral, F. Le Gland, On genealogical trees and Feynman-Kac models in path space and random media, Publication du Laboratoire de Statistique et Probabilités, Université Paul Sabatier, Toulouse, 2002.

[31]

J. Fichou, F. Le Gland, L. Mevel, Particle-based methods for parameter estimation and tracking : Numerical experiments, Publication Interne 1604, IRISA, February 2004, [download !].

[32]

M. Joannides, F. Le Gland, Small noise asymptotics of the Bayesian estimator in nonidentifiable models, Publication Interne 1247, IRISA, May 1999, [download !].

[33]

M. Joannides, F. Le Gland, Nonlinear filtering with continuous time perfect observations and noninformative quadratic variation, Publication Interne 1453, IRISA, April 2002.

[34]

F. Le Gland, N. Oudjane, Stability and uniform approximation of nonlinear filters using the Hilbert metric, and application to particle filters, Publication Interne 1404, IRISA, June 2001, [download !].

[35]

F. Le Gland, N. Oudjane, A robustification approach to stability and to uniform particle approximation of nonlinear filters : the example of pseudo-mixing signals, Publication Interne 1451, IRISA, March 2002, [download !].

Others

[36]

F. Le Gland, Statistics of hidden Markov models, ERCIM News 40 (Special Theme : Control and Systems Theory), January 2000, [download !].

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