Jan H. van Schuppen is a Dutch

Netherlands

The Netherlands is a constituent country of the Kingdom of the Netherlands, located mainly in North-West Europe and with several islands in the Caribbean. Mainland Netherlands borders the North Sea to the north and west, Belgium to the south, and Germany to the east, and shares maritime borders...

 mathematician

Mathematician

A mathematician is a person whose primary area of study is the field of mathematics. Mathematicians are concerned with quantity, structure, space, and change....

 and an academic researcher. He has worked on systems theory

Systems theory

Systems theory is the transdisciplinary study of systems in general, with the goal of elucidating principles that can be applied to all types of systems at all nesting levels in all fields of research...

, particularly on control theory

Control theory

Control theory is an interdisciplinary branch of engineering and mathematics that deals with the behavior of dynamical systems. The desired output of a system is called the reference...

 and system identification

System identification

In control engineering, the field of system identification uses statistical methods to build mathematical models of dynamical systems from measured data...

, on probability

Probability

Probability is ordinarily used to describe an attitude of mind towards some proposition of whose truth we arenot certain. The proposition of interest is usually of the form "Will a specific event occur?" The attitude of mind is of the form "How certain are we that the event will occur?" The...

, and on a number of related practical applications. Van Schuppen has authored more than one hundred publications in the field and is a universally recognized and respected authority in the area. He obtained a PhD

PHD

PHD may refer to:*Ph.D., a doctorate of philosophy*Ph.D. , a 1980s British group*PHD finger, a protein sequence*PHD Mountain Software, an outdoor clothing and equipment company*PhD Docbook renderer, an XML renderer...

 at the University of California, Berkeley

University of California, Berkeley

The University of California, Berkeley , is a teaching and research university established in 1868 and located in Berkeley, California, USA...

, in 1973.

Research areas

Van Schuppen has authored more than one hundred publications on several areas of systems theory

Systems theory

Systems theory is the transdisciplinary study of systems in general, with the goal of elucidating principles that can be applied to all types of systems at all nesting levels in all fields of research...

 and probability

Probability

Probability is ordinarily used to describe an attitude of mind towards some proposition of whose truth we arenot certain. The proposition of interest is usually of the form "Will a specific event occur?" The attitude of mind is of the form "How certain are we that the event will occur?" The...

. These include system identification

System identification

In control engineering, the field of system identification uses statistical methods to build mathematical models of dynamical systems from measured data...

, and realization theory

Realization (systems)

Realization, in the system theory context refers to a state space model implementing a given input-output behavior. That is, given an input-output relationship, a realization is a quadruple of matrices [A,B,C,D] such that-LTI System:...

, and the area of control theory

Control theory

Control theory is an interdisciplinary branch of engineering and mathematics that deals with the behavior of dynamical systems. The desired output of a system is called the reference...

, with control of discrete-event systems

Discrete event dynamic system

In control engineering, a discrete event dynamic system is a discrete-state, event-driven system of which the state evolution depends entirely on the occurrence of asynchronous discrete events over time...

, control of hybrid systems, control and system theory of positive systems, control of stochastic systems, and adaptive control. He worked also on the filtering problem

Filtering problem (stochastic processes)

In the theory of stochastic processes, the filtering problem is a mathematical model for a number of filtering problems in signal processing and the like. The general idea is to form some kind of "best estimate" for the true value of some system, given only some observations of that system...

, on dynamic games and team problems, on probability and stochastic process

Stochastic process

In probability theory, a stochastic process , or sometimes random process, is the counterpart to a deterministic process...

es, and on applications of the theory including control and system theory of biochemical reaction networks, control of communication systems and networks, and control of motorway traffic in a consultancy for the Dutch administration.

Current and past affiliations and appointments

Currently van Schuppen works as a full professor at the Department of Mathematics of the Free University of Amsterdam

Vrije Universiteit

The Vrije Universiteit is a university in Amsterdam, Netherlands. The Dutch name is often abbreviated as VU and in English the university uses the name "VU University". The university is located on a compact urban campus in the southern part of Amsterdam in the Buitenveldert district...

 and as a research leader at the CWI research institute in Amsterdam. Van Schuppen is Editor in Chief of Mathematics of Control, Signals, and Systems, has been Departmental Editor of the Journal of Discrete Event Dynamic Systems in 1990–2000, and has been Associate Editor-at-Large of the prestigious and leading journal IEEE Transactions on Automatic Control in 1999–2001. Van Schuppen has also been coordinating several European Union funded research networks such as the European Research Network System Identification, for which he has been the Netherlands leader.

Notable doctoral students

The Mathematics Genealogy Project lists among the PhD students who worked under van Schuppen's supervision Hendrik Nijmeijer, Jan Willem Polderman and Damiano Brigo

Damiano Brigo

Damiano Brigo is an applied mathematician, and current Gilbart Chair of Financial Mathematics at King's College, London, known for a number of results in systems theory, probability and mathematical finance.-Main results:...

.

Realization theory

• J.H. van Schuppen, System theory for system identification, J. Econometrics 188 (2004), 313–339.
• J.M. van den Hof, J.H. van Schuppen, Positive matrix factorization via extremal polyhedral cones, Linear Algebra and its Appl. 293(1999), 171–186.
• J.H. van Schuppen, Equivalences of discrete-event systems and of hybrid systems, Open problems of mathematical systems and control theory, V.D. Blondel, E.D. Sontag, M. Vidyasagar, J.C. Willems, Springer Verlag, London, 1998, 251–257.
• G. Picci, J.M. van den Hof, J.H. van Schuppen, Primes in several classes of the positive matrices, Linear Algebra and its Applications 277 (1998), 149–185.
• J.H. van Schuppen, Stochastic realization of a Gaussian stochastic control system, Acta Applicandae Mathematicae 35(1994), 193–212.
• J.H. van Schuppen, Stochastic realization problems, H. Nijmeijer, J.M. Schumacher (eds.), Three decades of mathematical system theory, Lecture Notes in Control and Information Sciences, volume 135, Springer-Verlag, Berlin, 1989, 480–523.
• J.H. van Schuppen, Stochastic realization problems motivated by econometric modeling, Modeling, Identification and Robust Control, C.I. Byrnes, A. Lindquist (eds.), North-Holland Publ. Co., Amsterdam, 1985, 259–275.
• J.H. van Schuppen, The weak stochastic realization problem for discrete-time counting processes, A. Bensoussan, J.L. Lions (eds.), Analysis and Optimization of Systems, Part 1, Lecture Notes in Control and Information Sciences, Volume 62, Springer-Verlag, Berlin, 1984, 436–444.
• G. Picci and J.H. van Schuppen, On the weak finite stochastic realization problem, Filtering and Control of Random Processes, Proceedings of the ENST-CNET Colloquium, H. Korezlioglu, G. Mazziotto, J. Szpirglas (eds.), Paris, France, Lecture Notes in Control and Information Sciences, Volume 61, Springer-Verlag, Berlin, 1984, 237–242.
• C. van Putten and J.H. van Schuppen, The weak and strong Gaussian probabilistic realization problem, J. Multivariate Anal. 13 (1983), 118–137.
• J.H. van Schuppen, The strong finite stochastic realization problem — preliminary results, Analysis and Optimization of Systems, A. Bensoussan, J.L Lions (eds.), Lecture Notes in Control and Information Sciences, volume 44, Springer-Verlag, Berlin, 1982, 179–190.
• J.H. van Schuppen, A brief introduction to the weak stochastic realization problem, Proceedings National Workshop on Stochastic Dynamic Systems, G.del Grosso (ed.), University of Rome, 1982.
• J.H. van Schuppen and J.C. Willems, Stochastic systems and the problem of state space realization, Geometric methods for the theory of linear systems, C.I. Byrnes, C.F. Martin (eds.), D. Reidel Publ. Co., Dordrecht, 1980, 285–313.

System identification

• A.A. Stoorvogel, J.H. van Schuppen, Approximation problems with the divergence criterion for Gaussian variables and processes, Systems & Control Lett. 35 (1998), 207–218.
• A.A. Stoorvogel, J.H. van Schuppen, Divergence rate approximation of a stationary Gaussian process by the output of a Gaussian system, Mathematical Theory of Networks and Systems (MTNS98), A. Beghi, L. Finesso, G. Picci (Eds.), Il Poligrafo, Padova, 1998, 879–882.
• A.A. Stoorvogel, J.H. van Schuppen, System identification with information theoretic criteria. In S. Bittanti, G. Picci (Eds.), Identification, adaptation, learning, Springer-Verlag, Berlin, 1996, 289–338.
• A.A. Stoorvogel, J.H. van Schuppen, An H infinity-parameter estimator. Proceedings of the 10th IFAC Symposium on System Identification, Danish Automation Society, Copenhagen, 1994, 3.267–3.270.

Control of discrete-event systems

• J. Komenda and J.H. van Schuppen and B. Gaudin and H. Marchand, Supervisory control of modular systems with global specification languages, Automatica 44 (2008), 1127–1134.
• J. Komenda, J.H. van Schuppen, Modular control of discrete-event systems with coalgebra, IEEE Trans. Automatic Control 53 (2008), 447–460.
• Jan Komenda and Jan H. van Schuppen, Control of discrete-event systems with modular or distributed structure, Theoretical Computer Science 388 (2007), 199–226.
• Jan Komenda, Jan H. van Schuppen, Conditions structurelles dans le controle modulaire des systemes a evenements discrets concurrents, Proceedings Modelisation des Systemes Reactifs (MSR) 2007, Eric Niel and Jean-Michel Miller (Editors), Hermes (Lavoisier), Paris, 2007, 53 70.
• Jan Komenda and Jan H. van Schuppen, Optimal solutions of modular supervisory control problems with indecomposable specification languages, pdf file Stephane Lafortune, Feng Lin, Dawn Tilbury (Eds.), Proc. 8th International Workshop on Discrete Event Systems (WODES.2006), (University of Michigan, Ann Arbor, 10–12 July 2006), IEEE Press, New York, 143 148.
• Jan Komenda, Jan H. van Schuppen, Control of discrete-event systems with partial observations using coalgebra and coinduction, J. Discrete Event Dynamic Systems 15 (2005), 257–315.
• Jan H. van Schuppen, Decentralized control with communication between controllers, unsolved problems in mathematical systems and control theory, Vincent D. Blondel, Alexander Megretski (Eds.), Princeton University Press, Princeton, 2004, pp. 144–150.
• Ard Overkamp, Jan H. van Schuppen, Maximal solutions in decentralized supervisory control, SIAM J. Control and Optim. 39(2000), 492–511.

Control of hybrid systems

• L.C.G.J.M. Habets and J.H. van Schuppen, A control problem for affine dynamical systems on a full-dimensional polytope, Automatica 40 (2004), 21–35.
• J.H. van Schuppen, Control for a class of hybrid systems, in Verification of digital and hybrid systems, M.K. Inan, R.P. Kurshan (Eds.), Springer, Berlin, 2000, 332–354.
• J.H. van Schuppen, A sufficient condition for controllability of a class of hybrid systems, T.A. Henzinger and S. Sastry (Eds.), Hybrid systems: Computation and control, Lecture Notes in Computer Science, Volume 1386, Springer, Berlin, 1998, 374–383.

Filtering

• Han-Fu Chen, P.R. Kumar, and J.H. van Schuppen, On Kalman filtering for conditionally Gaussian systems with random matrices, Systems and Control Letters 13 (1989), 397–404.
• J.H. van Schuppen, Convergence results for continuous-time adaptive stochastic filtering algorithms, J. Math. Anal. Appl. 96 (1983), 209–225.
• J.H. van Schuppen, Adaptive stochastic filtering problems — the continuous-time case, Stochastic Differential Systems, M. Kohlmann, N. Christopeit (eds.), Lecture Notes in Control and Information Sciences, volume 43, Springer-Verlag, Berlin, 1982, 205–211.
• J.D. van der Bij and J.H. van Schuppen, Adaptive prediction of railway power demand, Automatica J.-IFAC 19 (1983), 487–494.
• J.L. Hibey, D.L. Snyder, and J.H. van Schuppen, Error-probability bounds for continuous-time decision problems, IEEE Trans. Information Theory 24 (1978), 608–622.
• J.H. van Schuppen, Filtering, prediction, and smoothing for counting process observations — a martingale approach, SIAM J. Appl. Math. 32 (1977), 552–570.

Probability and stochastic processes

• C. van Putten and J.H. van Schuppen, Invariance properties of the conditional independence relation, Ann. Probab. 13 (1985), 934–945.
• C. van Putten and J.H. van Schuppen, The weak and strong Gaussian probabilistic realization problem, J. Multivariate Anal. 13 (1983), 118–137.
• J.H. van Schuppen and E. Wong, Transformations of local martingales under a change of law, Ann. of Probab. 2 (1974), 879–888.

Former students important works

Hendrik Nijmeijer:

• H. Nijmeijer, A.J. van der Schaft, Nonlinear Dynamical Control Systems, Springer-Verlag, New York, 1990;

Jan Willem Polderman:

• Jan Willem Polderman and Jan C. Willems, Introduction to Mathematical Systems Theory: A Behavioural Approach, Springer, New York, NY, 1998, Texts in Applied Mathematics Vol. 26, 424pp.

Damiano Brigo

Damiano Brigo

Damiano Brigo is an applied mathematician, and current Gilbart Chair of Financial Mathematics at King's College, London, known for a number of results in systems theory, probability and mathematical finance.-Main results:...

:

• Brigo, D, Mercurio, F
  Fabio Mercurio
  Fabio Mercurio is an Italian mathematician, internationally known for a number of results in mathematical finance.-Main results:...
  
  , Interest Rate Models: Theory and Practice — with Smile, Inflation and Credit, Heidelberg, Springer Verlag, 2001, 2nd Edition 2006.

External links

• Jan H. van Schuppen page at CWI
• Jan H. van Schuppen at the Math genealogy project