Mixed reduced-order filtering for discrete-time markov jump linear systems with partial information on the jump parameter (2023)
- Authors:
- Autor USP: COSTA, OSWALDO LUIZ DO VALLE - EP
- Unidade: EP
- DOI: 10.1109/TSMC.2023.3283210
- Subjects: SISTEMAS LINEARES; MÉTODOS MCMC; ANÁLISE DE DESEMPENHO; SISTEMAS DE TEMPO-REAL
- Agências de fomento:
- Language: Inglês
- Imprenta:
- Publisher place: Piscataway
- Date published: 2023
- Source:
- Título: IEEE Transactions on Systems, Man, and Cybernetics: Systems
- ISSN: 2168-2216
- Volume/Número/Paginação/Ano: v.53, n.10, p.6353-6364, Oct. 2023
- Este periódico é de acesso aberto
- Este artigo NÃO é de acesso aberto
-
ABNT
OLIVEIRA, André M de e SANTOS, Sergio R Barros dos e COSTA, Oswaldo Luiz do Valle. Mixed reduced-order filtering for discrete-time markov jump linear systems with partial information on the jump parameter. IEEE Transactions on Systems, Man, and Cybernetics: Systems, v. 53, n. 10, p. 6353-6364, 2023Tradução . . Disponível em: http://doi.org/10.1109/TSMC.2023.3283210. Acesso em: 04 mar. 2026. -
APA
Oliveira, A. M. de, Santos, S. R. B. dos, & Costa, O. L. do V. (2023). Mixed reduced-order filtering for discrete-time markov jump linear systems with partial information on the jump parameter. IEEE Transactions on Systems, Man, and Cybernetics: Systems, 53( 10), 6353-6364. doi:10.1109/TSMC.2023.3283210 -
NLM
Oliveira AM de, Santos SRB dos, Costa OL do V. Mixed reduced-order filtering for discrete-time markov jump linear systems with partial information on the jump parameter [Internet]. IEEE Transactions on Systems, Man, and Cybernetics: Systems. 2023 ;53( 10): 6353-6364.[citado 2026 mar. 04 ] Available from: http://doi.org/10.1109/TSMC.2023.3283210 -
Vancouver
Oliveira AM de, Santos SRB dos, Costa OL do V. Mixed reduced-order filtering for discrete-time markov jump linear systems with partial information on the jump parameter [Internet]. IEEE Transactions on Systems, Man, and Cybernetics: Systems. 2023 ;53( 10): 6353-6364.[citado 2026 mar. 04 ] Available from: http://doi.org/10.1109/TSMC.2023.3283210 - Sampled control for mean-variance hedging in a jump diffusion financial market
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Informações sobre o DOI: 10.1109/TSMC.2023.3283210 (Fonte: oaDOI API)
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