Quadratic costs and second moments of jump linear systems with general Markov chain

Eduardo F. Costa, Alessandro N. Vargas, João Bosco Ribeiro do Val. Quadratic costs and second moments of jump linear systems with general Markov chain. MCSS, 23(1-3):141-157, 2011. [doi]

@article{CostaVV11,
  title = {Quadratic costs and second moments of jump linear systems with general Markov chain},
  author = {Eduardo F. Costa and Alessandro N. Vargas and João Bosco Ribeiro do Val},
  year = {2011},
  doi = {10.1007/s00498-011-0064-9},
  url = {http://dx.doi.org/10.1007/s00498-011-0064-9},
  researchr = {https://researchr.org/publication/CostaVV11},
  cites = {0},
  citedby = {0},
  journal = {MCSS},
  volume = {23},
  number = {1-3},
  pages = {141-157},
}