Optimal stationary linear filtering for systems with markov switching parameters (1993)
- Autor:
- Autor USP: COSTA, OSWALDO LUIZ DO VALLE - EP
- Unidade: EP
- Assunto: TEORIA DE SISTEMAS
- Idioma: Inglês
- Imprenta:
- Editora: Ieee Control Systems Society
- Local: New York
- Data de publicação: 1993
- Fonte:
- Título do periódico: Proceedings
- Nome do evento: Conference on Decision and Control
-
ABNT
COSTA, Oswaldo Luiz do Valle. Optimal stationary linear filtering for systems with markov switching parameters. Anais.. New York: Ieee Control Systems Society, 1993. -
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 ; -
Vancouver
Costa OL do V. Optimal stationary linear filtering for systems with markov switching parameters. Proceedings. 1993 ; - Stability results for discrete-time linear systems with markovian jumping parameters
- Note on stochastic stability for linear systems with jumping parameters
- Stability results for discrete-time linear systems with markovian jumping parameters
- Linear minimum mean square error estimation for discrete-time markovian jump linear systems
- Lyapunov equation for infinite - dimensional discrete bilinear systems
- Discrete-time lq-optimal control problems for infinite markov jump parameter systems
- On mean-square-stable bilinear systems
- Jump LQ optimal control for discrete time Markovian systems with stochastic inputs
- Suboptimal and static output feedback control of hidden Markov jump linear systems
- H oo-control for linear time-delay systems with Markovian jumping parameters
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