Applied mathematics, stochastic, robust and quantum filtering and control.
My research interests are concerned mainly with mathematical systems theory, particularly with stochastic dynamics and applications to stochastic robust control and quantum stochastic control. I have also published on probability theoretic aspects of spatial discretization effects in dynamical systems, statistical mechanical lattice models of interacting particle systems and multiscale transport phenomena.
I received a MSc degree in Control Systems and Applied Mathematics in 1989 and PhD degree in Physics and Mathematics (with specialization in Mathematical Cybernetics) in 1992, from the Department of Control and Applied Mathematics of the Moscow Institute (State University) of Physics and Technology (MIPT), Russia. I was a Senior Research Associate at the State Research Institute of Aviation Systems in 1993–1997 and the Institute for Information Transmission Problems, the Russian Academy of Sciences, Moscow, in 1994–2007, working in the areas of applied Kalman filtering, stochastic robust control, hysteresis systems and spatial discretizations of dynamical systems. From 1997 to 2008, I held the research academic positions of Research Officer, Research Fellow and Senior Research Fellow at the Mathematics Department and School of Engineering at the University of Queensland, Brisbane, Australia, working with the support of the Australian Research Council in the above areas and also in stochastic modelling of econometric time series, lattice models of statistical mechanics, and transport phenomena in random media. In 2000, I was a visiting research fellow at the School of Mathematical Sciences, Queen Mary University of London, working on p-adic analysis of Hamiltonian roundoff. From 2009 to 2016, I was a Senior Research Fellow at UNSW Canberra, doing research in the areas of quantum and stochastic control. I have worked at the Australian National University since 2017 as a Fellow / Senior Research Associate researching quantum, stochastic and robust control.
Activities & Awards
My research paper “Parametric randomization, complex symplectic factorizations, and quadratic-exponential functionals for Gaussian quantum states” featured at Infinite Dimensional Analysis, Quantum Probability and Related Topics among the five best articles of 2019
B.N.Petrov prize from the Russian Academy of Sciences in 2013 for the anisotropy-based theory of robust control.
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