Research Interests

Data-Driven Causality Analysis

Detection of cause-effect relationships from measurements among process variables of multivariable processes and reconstruction of process connectivity.

Multivariate Time Series Analysis

Modelling, forecasting, and prediction of multivariate time series.

System (Process) Identification

Process identification from input-output data, closed-loop system identification, and subspace system identification.

State Estimation

Estimation of states of dynamical processes from input-output measurements.

Statistical Signal Processing

Analysis of random signals and random processes.