7 citations · 8 across the 7 of their papers we have counts for
7 papers
Distribution of a Markov chain in reverse-time with cluster observations in the extremes of a finite time window
Daniel A. Gutierrez-Pachas, Eduardo F. Costa, Alessandro N. Vargas
In this brief note, we find formulas for the distribution and the transition probability matrices of a stochastic process described as a time-reversion in a finite time window of a…
A Markovian Incremental Stochastic Subgradient Algorithm
Rafael Massambone, Eduardo F. Costa, Elias S. Helou
A stochastic incremental subgradient algorithm for the minimization of a sum of convex functions is introduced. The method sequentially uses partial subgradient information and the…
On the linear quadratic problem for systems with time reversed Markov jump parameters and the duality with filtering of Markov jump linear systems
Daniel Gutierrez, Eduardo F. Costa
We study a class of systems whose parameters are driven by a Markov chain in reverse time. A recursive characterization for the second moment matrix, a spectral radius test for mea…
String-Averaging Incremental Subgradients for Constrained Convex Optimization with Applications to Reconstruction of Tomographic Images
Rafael Massambone de Oliveira, Elias Salomão Helou, Eduardo Fontoura Costa
We present a method for non-smooth convex minimization which is based on subgradient directions and string-averaging techniques. In this approach, the set of available data is spli…
Linear minimum mean square filters for Markov jump linear systems
Eduardo F. Costa, Benoîte de Saporta
New linear minimum mean square estimators are introduced in this paper by considering a cluster information structure in the filter design. The set of filters constructed in this w…
A unified model for wild resistance dynamics and weed control using herbicide
L. H. B. Bertolucci, E. F. Costa, V. A. Oliveira +1
A major issue in the modelling of weed resistance to herbicide lies in effectively handling the wild dynamics, that is, the allele frequency prior to the herbicide application, and…
Approximate Kalman-Bucy filter for continuous-time semi-Markov jump linear systems
Benoîte de Saporta, Eduardo F. Costa
The aim of this paper is to propose a new numerical approximation of the Kalman-Bucy filter for semi-Markov jump linear systems. This approximation is based on the selection of typ…