7 citations · 8 across the 7 of their papers we have counts for
4 papers · 1 filter
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…
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…
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…