The following publications are possibly variants of this publication:
- Linear minimum mean square filter for discrete-time linear systems with Markov jumps and multiplicative noisesOswaldo Luiz V. Costa, Guilherme R. A. M. Benites. automatica, 47(3):466-476, 2011. [doi]
- Optimal control under a mean variance criterion for discrete-time linear systems with Markovian jumps and multiplicative noiseO. L. V. Costa, A. Oliveira. cdc 2010: 573-578 [doi]
- Stationary filter for linear minimum mean square error estimator of discrete-time Markovian jump systemsOswaldo Luiz V. Costa, S. Guerra. tac, 47(8):1351-1356, 2002. [doi]
- Linear Minimum Mean Square Filters for Markov Jump Linear SystemsEduardo F. Costa, BenoƮte de Saporta. tac, 62(7):3567-3572, 2017. [doi]
- The minimum linear mean square filter for a class of hybrid systemsMarcelo D. Fragoso, O. L. V. Costa, Jack Baczynski. eucc 2001: 319-323 [doi]
- A mean-field formulation for the mean-variance control of discrete-time linear systems with multiplicative noisesFabio Barbieri, Oswaldo L. V. Costa. ijsysc, 51(10):1825-1846, 2020. [doi]
- Optimal linear mean square filter for continuous-time jump linear systemsMarcelo D. Fragoso, Oswaldo Luiz V. Costa, Jack Baczynski, Nei C. S. Rocha. tac, 50(9):1364-1369, 2005. [doi]
- Discrete-time mean variance optimal control of linear systems with Markovian jumps and multiplicative noiseOswaldo Luiz V. Costa, Rodrigo Takashi Okimura. ijcon, 82(2):256-267, 2009. [doi]
- Optimal mean-variance control for discrete-time linear systems with Markovian jumps and multiplicative noisesOswaldo Luiz V. Costa, Alexandre de Oliveira. automatica, 48(2):304-315, 2012. [doi]