Eduardo F. Costa

Orcid: 0000-0002-9067-9234

Affiliations:
  • University of São Paulo, Institute of Mathematics and Computer Science, Brazil


According to our database1, Eduardo F. Costa authored at least 62 papers between 2000 and 2024.

Collaborative distances:
  • Dijkstra number2 of five.
  • Erdős number3 of four.

Timeline

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Bibliography

2024
Linear Quadratic Control Problem of Systems With Markov Jumps in Reverse Time and Observation With Anticipation of the Jumps.
IEEE Trans. Autom. Control., April, 2024

2023
A Markovian Incremental Stochastic Subgradient Algorithm.
IEEE Trans. Autom. Control., 2023

On the H<sub>2</sub> Control of Hidden Markov Jump Linear Systems.
IEEE Control. Syst. Lett., 2023

Comments on the H<sub>2</sub> Norm of Discrete-Time Stochastic Jump Parameter Linear Systems.
IEEE Control. Syst. Lett., 2023

2022
Exact Detectability of Discrete-Time and Continuous-Time Linear Stochastic Systems: A Unified Approach.
IEEE Trans. Autom. Control., 2022

A Novel Bounded Real Lemma for Discrete-Time Markov Jump Linear Singular Systems.
IEEE Control. Syst. Lett., 2022

2021
Stability analysis of discrete-time Markov jump linear singular systems with partially known transition probabilities.
Syst. Control. Lett., 2021

Exact detectability: Application to generalized Lyapunov and Riccati equations.
Syst. Control. Lett., 2021

The linear quadratic optimal control problem for discrete-time Markov jump linear singular systems.
Autom., 2021

2020
Control of Continuous-Time Linear Systems With Markov Jump Parameters in Reverse Time.
IEEE Trans. Autom. Control., 2020

2019
String-averaging incremental stochastic subgradient algorithms.
Optim. Methods Softw., 2019

2018
Switching Stochastic Nonlinear Systems With Application to an Automotive Throttle.
IEEE Trans. Autom. Control., 2018

On the Linear Quadratic Problem for Systems With Time-Reversed Markov Jump Parameters and the Duality With Filtering of Markov Jump Linear Systems.
IEEE Trans. Autom. Control., 2018

2017
Linear Minimum Mean Square Filters for Markov Jump Linear Systems.
IEEE Trans. Autom. Control., 2017

Stochastic and exponential stability of discrete-time Markov jump linear singular systems.
Syst. Control. Lett., 2017

Regularity and stability analysis of discrete-time Markov jump linear singular systems.
Autom., 2017

Average reachability of continuous-time Markov jump linear systems and linear Markovian state observers.
Proceedings of the 56th IEEE Annual Conference on Decision and Control, 2017

2016
Approximate Kalman-Bucy Filter for Continuous-Time Semi-Markov Jump Linear Systems.
IEEE Trans. Autom. Control., 2016

Optimal Stationary Dynamic Output-Feedback Controllers for Discrete-Time Linear Systems With Markovian Jumping Parameters and Additive White Noise Perturbations.
IEEE Trans. Autom. Control., 2016

Average Reachability of Continuous-time Markov Jump Linear Systems and the Linear Minimum Mean Square Estimator.
SIAM J. Control. Optim., 2016

On the linear quadratic problem for systems with time reversed Markov jump parameters and the duality with filtering of Markov jump linear systems.
CoRR, 2016

2015
On the solvability and almost sure stability of discrete-time Markov jump linear singular systems.
Proceedings of the 54th IEEE Conference on Decision and Control, 2015

2014
Metrics of performance for discrete-time descriptor jump linear systems.
Autom., 2014

Optimal stabilizing controllers for discrete-time linear systems with Markovian jumping parameters under state measurements.
Proceedings of the 53rd IEEE Conference on Decision and Control, 2014

A numerical method for state estimation of continuous time Markov jump linear systems.
Proceedings of the 53rd IEEE Conference on Decision and Control, 2014

2013
Lagrange Asymptotic Stability of Weak Detectable Markov Jump Linear Systems With Bounded Long Run Average Cost.
IEEE Trans. Autom. Control., 2013

Stability analysis of an i.i.d. descriptor jump linear system: A spectral analysis approach.
Proceedings of the 52nd IEEE Conference on Decision and Control, 2013

2012
On the stability of weakly observable Markov jump linear systems with bounded long run average cost.
Proceedings of the American Control Conference, 2012

Performance Analysis of Descriptor Jump Linear Systems.
Proceedings of the 4th IFAC Conference on Analysis and Design of Hybrid Systems, 2012

2011
Quadratic costs and second moments of jump linear systems with general Markov chain.
Math. Control. Signals Syst., 2011

Equivalence between Mean square, Stochastic and Exponential stability for Singular jump linear systems.
Proceedings of the 50th IEEE Conference on Decision and Control and European Control Conference, 2011

2010
On the observability of continuous time linear systems with Markov jump parameters.
Proceedings of the American Control Conference, 2010

On the stability of the recursive Kalman filter with Markov jump parameters.
Proceedings of the American Control Conference, 2010

2009
Uniform Approximation of Infinite Horizon Control Problems for Nonlinear Systems and Stability of the Approximating Controls.
IEEE Trans. Autom. Control., 2009

Characterization of Exponential Divergence of the Kalman Filter for Time-Varying Systems.
SIAM J. Control. Optim., 2009

Partial Stability for a Class of Nonlinear Systems.
SIAM J. Control. Optim., 2009

Bounds related to the Riccati difference equation for linear time varying systems.
Proceedings of the 48th IEEE Conference on Decision and Control, 2009

An algorithm for the long run average cost problem for linear systems with non-observed Markov jump parameters.
Proceedings of the American Control Conference, 2009

2008
A bound for the error covariance of the recursive Kalman filter with Markov jump parameters.
Proceedings of the 47th IEEE Conference on Decision and Control, 2008

Stochastic stability for discrete-time singular systems with Markov jump parameters.
Proceedings of the American Control Conference, 2008

On the stability of the recursive Kalman filter for linear time-invariant systems.
Proceedings of the American Control Conference, 2008

A necessary and sufficient condition for semi-stability of the recursive Kalman filter.
Proceedings of the American Control Conference, 2008

2006
Bounds for the Finite Horizon Cost of Markov Jump Linear Systems with Additive Noise and Convergence for the Long Run Average Cost.
Proceedings of the 45th IEEE Conference on Decision and Control, 2006

Obtaining stabilizing stationary controls via finite horizon cost.
Proceedings of the American Control Conference, 2006

A finite-time stability concept and conditions for finite-time and exponential stability of controlled nonlinear systems.
Proceedings of the American Control Conference, 2006

Weak controllability and weak stabilizability concepts for linear systems with Markov jump parameters.
Proceedings of the American Control Conference, 2006

2005
Stabilizability and positiveness of solutions of the jump linear quadratic problem and the coupled algebraic Riccati equation.
IEEE Trans. Autom. Control., 2005

A New Approach to Detectability of Discrete-Time Infinite Markov Jump Linear Systems.
SIAM J. Control. Optim., 2005

Optimality Condition for the Receding Horizon Control of Markov Jump Linear Systems with Non-observed Chain and Linear Feedback Controls.
Proceedings of the 44th IEEE IEEE Conference on Decision and Control and 8th European Control Conference Control, 2005

2004
An Algorithm for Solving a Perturbed Algebraic Riccati Equation.
Eur. J. Control, 2004

Receding horizon control of Markov jump linear systems subject to noise and unobserved state chain.
Proceedings of the 43rd IEEE Conference on Decision and Control, 2004

2003
Optimal cost convergence with respect to the time horizon.
Proceedings of the 7th European Control Conference, 2003

Weak detectability and the LQ problem of discrete-time infinite Markov jump linear systems.
Proceedings of the 42nd IEEE Conference on Decision and Control, 2003

Stability of receding horizon control of nonlinear systems.
Proceedings of the 42nd IEEE Conference on Decision and Control, 2003

2002
On the Observability and Detectability of Continuous-Time Markov Jump Linear Systems.
SIAM J. Control. Optim., 2002

On the design of guaranteed cost controllers for a class of uncertain linear systems.
Syst. Control. Lett., 2002

Gain scheduled controllers for dynamic systems using sector nonlinearities.
Autom., 2002

Detectability of Markov jump linear systems, the LQ problem and the coupled Riccati equations.
Proceedings of the 41st IEEE Conference on Decision and Control, 2002

2001
On the detectability and observability of discrete-time Markov jump linear systems.
Syst. Control. Lett., 2001

Numerical solution for the linear-quadratic control problem of Markov jump linear systems and a weak detectability concept.
Proceedings of the 6th European Control Conference, 2001

2000
Stability of receding horizon Kalman filter in state estimation of linear time-varying systems.
Proceedings of the 39th IEEE Conference on Decision and Control, 2000

Stability of receding horizon control of Markov jump linear systems without jump observations.
Proceedings of the American Control Conference, 2000


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