RESEARCH INTERESTS

• Two-parameter wide sense stationary processes (linear prediction theory, Wold decompositions, Gaussian-Markovian representation) (1986-1991).


• Linear system theory (lossless filters, connections with interpolation of holomorphic matrix-valued functions).


• Positive extension problems (covariance extension under spectrum constraints, covariance extension in the periodically correlated processes case).


• Blind deconvolution of multivariable linear systems and source separation.


• Cyclostationary signal analysis.


• Digital Communications: channel identification and equalization, multi-user and multi-carrier communications systems, non cooperative telecommunications.


• Blind source separation of unknown digital communication signals.


• Large random matrices and applications to digital communications: performance evaluation of large CDMA, OFDM and MIMO systems, and evaluation of capacity achieving covariance matrices of various MIMO systems.


• Large random matrices and applications to statistical estimation.