Linear minimum mean square error estimation for discrete-time markovian jump linear systems (1994)
- Autor:
- Autor USP: COSTA, OSWALDO LUIZ DO VALLE - EP
- Unidade: EP
- DOI: 10.1109/9.310052
- Assunto: CONTROLE (TEORIA DE SISTEMAS E CONTROLE)
- Language: Inglês
- Imprenta:
- Source:
- Título: Ieee Transactions on Automatic Control
- Volume/Número/Paginação/Ano: v.39, n.8 , p.1685-9, aug. 1994
- Este periódico é de acesso aberto
- Este artigo NÃO é de acesso aberto
-
ABNT
COSTA, Oswaldo Luiz do Valle. Linear minimum mean square error estimation for discrete-time markovian jump linear systems. Ieee Transactions on Automatic Control, v. 39, n. 8 , p. 1685-9, 1994Tradução . . Disponível em: https://doi.org/10.1109/9.310052. Acesso em: 20 fev. 2026. -
APA
Costa, O. L. do V. (1994). Linear minimum mean square error estimation for discrete-time markovian jump linear systems. Ieee Transactions on Automatic Control, 39( 8 ), 1685-9. doi:10.1109/9.310052 -
NLM
Costa OL do V. Linear minimum mean square error estimation for discrete-time markovian jump linear systems [Internet]. Ieee Transactions on Automatic Control. 1994 ;39( 8 ): 1685-9.[citado 2026 fev. 20 ] Available from: https://doi.org/10.1109/9.310052 -
Vancouver
Costa OL do V. Linear minimum mean square error estimation for discrete-time markovian jump linear systems [Internet]. Ieee Transactions on Automatic Control. 1994 ;39( 8 ): 1685-9.[citado 2026 fev. 20 ] Available from: https://doi.org/10.1109/9.310052 - Sampled control for mean-variance hedging in a jump diffusion financial market
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- Generalized mean-variance portfolio selection model with regime switching
- On the discrete-time infinite cooupled riccati equations which arises in a certain optimal control problem
- Suboptimal and static output feedback control of hidden Markov jump linear systems
- Sampled control for mean-variance hedging in a jump diffusion financial market
- State feedback H∞ control for discrete-time infinite-dimensional stochastic bilinear systems
- Discretizations for the average impulse control of piecewise deterministic processes
- A note on stochastic stability for linear systems with jumping parameters
- Asymptotic convergence for the average impulse control of piecewise deterministic processes
Informações sobre o DOI: 10.1109/9.310052 (Fonte: oaDOI API)
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