Optimal stationary linear filtering for systems with markov switching parameters (1993)
- Author:
- USP affiliated author: COSTA, OSWALDO LUIZ DO VALLE - EP
- School: EP
- Subject: TEORIA DE SISTEMAS
- Language: Inglês
- Imprenta:
- Publisher: Ieee Control Systems Society
- Place of publication: New York
- Date published: 1993
- Source:
- Título do periódico: Proceedings
- Conference title: Conference on Decision and Control
-
ABNT
COSTA, Oswaldo Luiz do Valle. Optimal stationary linear filtering for systems with markov switching parameters. 1993, Anais.. New York: Ieee Control Systems Society, 1993. . Acesso em: 07 jul. 2022. -
APA
Costa, O. L. do V. (1993). Optimal stationary linear filtering for systems with markov switching parameters. In Proceedings. New York: Ieee Control Systems Society. -
NLM
Costa OL do V. Optimal stationary linear filtering for systems with markov switching parameters. Proceedings. 1993 ;[citado 2022 jul. 07 ] -
Vancouver
Costa OL do V. Optimal stationary linear filtering for systems with markov switching parameters. Proceedings. 1993 ;[citado 2022 jul. 07 ] - Alocação multi-período de ativos ótima com restrições intertemporais
- Projeto LQG
- Relaxed long run average continuous control of piecewise deterministic Markov processes
- The policy iteration algorithm for average continuous control of piecewise deterministic Markov processes
- The Policy Iteration Algorithm for Average Continuous Control of Piecewise Deterministic Markov Processes
- Suboptimal and static output feedback control of hidden Markov jump linear systems
- Controle ótimo de sistemas com saltos Markovianos e ruído multiplicativo com custos linear e quadrático indefinido
- Discussion on "Mean square exponential stability for some stochastic linear discrete time systems"
- On the Poisson equation for piecewise-deterministic Markov processes
- Stability results for discrete-time linear systems with markovian jumping parameters
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