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