Eduardo F. Costa

66 papers C 11Journal 32Unranked 23
YearRankTypeTitle / Venue / Authors
2025 J jnl
A New Method for the H₂ Problem of Hidden Markov Jump Linear Systems.
IEEE Control. Syst. Lett.
Luiz H. Romero, Junior R. Ribeiro, Eduardo F. Costa
2025 J jnl
Input-Output Stochastic Stability for Markov Jump Linear Systems.
IEEE Trans. Autom. Control.
Eduardo F. Costa
2024 J jnl
Linear Quadratic Control Problem of Systems With Markov Jumps in Reverse Time and Observation With Anticipation of the Jumps.
IEEE Trans. Autom. Control.
Daniel A. Gutierrez-Pachas, Eduardo F. Costa, Alessandro N. Vargas
2023 J jnl
Comments on the H
IEEE Control. Syst. Lett.
Junior R. Ribeiro, Luiz H. Romero, Eduardo F. Costa, Marcos G. Todorov
2023 J jnl
On the H
IEEE Control. Syst. Lett.
Luiz H. Romero, Junior R. Ribeiro, Eduardo F. Costa
2022 J jnl
A Novel Bounded Real Lemma for Discrete-Time Markov Jump Linear Singular Systems.
IEEE Control. Syst. Lett.
Jorge C. Guerrero, Jorge R. Chávez-Fuentes, Juan E. Casavílca Silva, Eduardo F. Costa
2021 J jnl
Stability analysis of discrete-time Markov jump linear singular systems with partially known transition probabilities.
Syst. Control. Lett.
Jorge C. Guerrero, Jorge R. Chávez-Fuentes, Juan E. Casavílca Silva, Eduardo F. Costa
2021 J jnl
The linear quadratic optimal control problem for discrete-time Markov jump linear singular systems.
Autom.
Jorge R. Chávez-Fuentes, Eduardo F. Costa, Marco H. Terra, Kaio D. T. Rocha
2020 J jnl
Control of Continuous-Time Linear Systems With Markov Jump Parameters in Reverse Time.
IEEE Trans. Autom. Control.
Alfredo R. R. Narváez, Eduardo F. Costa
2019 J jnl
String-averaging incremental stochastic subgradient algorithms.
Optim. Methods Softw.
R. M. Oliveira, Elias S. Helou, Eduardo F. Costa
2018 J jnl
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.
Daniel A. Gutierrez-Pachas, Eduardo F. Costa
2018 J jnl
Switching Stochastic Nonlinear Systems With Application to an Automotive Throttle.
IEEE Trans. Autom. Control.
Alessandro N. Vargas, Eduardo F. Costa, Leonardo Acho, João Bosco Ribeiro do Val
2017 — conf
Average reachability of continuous-time Markov jump linear systems and linear Markovian state observers.
CDC
Alfredo R. R. Narváez, Eduardo F. Costa
2017 J jnl
Linear Minimum Mean Square Filters for Markov Jump Linear Systems.
IEEE Trans. Autom. Control.
Eduardo F. Costa, Benoîte de Saporta
2017 J jnl
Regularity and stability analysis of discrete-time Markov jump linear singular systems.
Autom.
Jorge R. Chávez-Fuentes, Eduardo F. Costa, Jorge E. Mayta, Marco H. Terra
2017 J jnl
Stochastic and exponential stability of discrete-time Markov jump linear singular systems.
Syst. Control. Lett.
Jorge R. Chávez-Fuentes, Jorge E. Mayta, Eduardo F. Costa, Marco H. Terra
2016 J jnl
Approximate Kalman-Bucy Filter for Continuous-Time Semi-Markov Jump Linear Systems.
IEEE Trans. Autom. Control.
Benoîte de Saporta, Eduardo F. Costa
2016 J jnl
Average Reachability of Continuous-time Markov Jump Linear Systems and the Linear Minimum Mean Square Estimator.
SIAM J. Control. Optim.
Alfredo R. R. Narváez, Eduardo F. Costa
2016 J jnl
On the linear quadratic problem for systems with time reversed Markov jump parameters and the duality with filtering of Markov jump linear systems.
CoRR
Daniel Gutierrez, Eduardo F. Costa
2016 J jnl
Optimal Stationary Dynamic Output-Feedback Controllers for Discrete-Time Linear Systems With Markovian Jumping Parameters and Additive White Noise Perturbations.
IEEE Trans. Autom. Control.
Vasile Dragan, Eduardo F. Costa
2015 — conf
On the solvability and almost sure stability of discrete-time Markov jump linear singular systems.
CDC
Jorge R. Chavez-Fuentes, Jorge E. Mayta, Eduardo F. Costa, Marco H. Terra
2014 — conf
A numerical method for state estimation of continuous time Markov jump linear systems.
CDC
Eduardo F. Costa, Benoîte de Saporta
2014 J jnl
Metrics of performance for discrete-time descriptor jump linear systems.
Autom.
Jorge R. Chavez-Fuentes, Eduardo F. Costa, Marco H. Terra
2014 — conf
Optimal stabilizing controllers for discrete-time linear systems with Markovian jumping parameters under state measurements.
CDC
Vasile Dragan, Eduardo F. Costa
2013 J jnl
Lagrange Asymptotic Stability of Weak Detectable Markov Jump Linear Systems With Bounded Long Run Average Cost.
IEEE Trans. Autom. Control.
Brenno G. Barbosa, Eduardo F. Costa
2013 — conf
Stability analysis of an i.i.d. descriptor jump linear system: A spectral analysis approach.
CDC
Jorge R. Chavez-Fuentes, Eduardo F. Costa, Marco H. Terra
2012 C conf
On the stability of weakly observable Markov jump linear systems with bounded long run average cost.
ACC
Brenno G. Barbosa, Eduardo F. Costa
2012 — conf
Performance Analysis of Descriptor Jump Linear Systems.
ADHS
Jorge R. Chávez-Fuentes, Eduardo F. Costa, Marco H. Terra
2011 — conf
Equivalence between Mean square, Stochastic and Exponential stability for Singular jump linear systems.
CDC/ECC
Jorge R. Chavez-Fuentes, Eduardo F. Costa, Marco H. Terra
2011 J jnl
Quadratic costs and second moments of jump linear systems with general Markov chain.
Math. Control. Signals Syst.
Eduardo F. Costa, Alessandro N. Vargas, João Bosco Ribeiro do Val
2010 — conf
Characterization of exponential divergence of the Kalman filter for time-varying systems.
CDC
Eduardo F. Costa, Alessandro Astolfi
2010 C conf
On the observability of continuous time linear systems with Markov jump parameters.
ACC
Alfredo R. R. Narváez, Eduardo F. Costa
2010 C conf
On the stability of the recursive Kalman filter with Markov jump parameters.
ACC
Maria J. F. Gomes, Eduardo F. Costa
2009 C conf
An algorithm for the long run average cost problem for linear systems with non-observed Markov jump parameters.
ACC
Carlos Alexandre Silva, Eduardo F. Costa
2009 — conf
Bounds related to the Riccati difference equation for linear time varying systems.
CDC
Eduardo F. Costa, Alessandro Astolfi
2009 J jnl
Characterization of Exponential Divergence of the Kalman Filter for Time-Varying Systems.
SIAM J. Control. Optim.
Eduardo F. Costa, Alessandro Astolfi
2009 J jnl
Partial Stability for a Class of Nonlinear Systems.
SIAM J. Control. Optim.
Eduardo F. Costa, Alessandro Astolfi
2009 — conf
Partial stability for a class of nonlinear systems.
CDC
Eduardo F. Costa, Alessandro Astolfi
2009 J jnl
Uniform Approximation of Infinite Horizon Control Problems for Nonlinear Systems and Stability of the Approximating Controls.
IEEE Trans. Autom. Control.
Eduardo F. Costa, João Bosco Ribeiro do Val
2008 — conf
A bound for the error covariance of the recursive Kalman filter with Markov jump parameters.
CDC
Eduardo F. Costa, Alessandro Astolfi
2008 C conf
A necessary and sufficient condition for semi-stability of the recursive Kalman filter.
ACC
Eduardo F. Costa, Alessandro Astolfi
2008 C conf
On the stability of the recursive Kalman filter for linear time-invariant systems.
ACC
Eduardo F. Costa, Alessandro Astolfi
2008 C conf
Stochastic stability for discrete-time singular systems with Markov jump parameters.
ACC
Amanda L. P. Manfrim, Marco H. Terra, Eduardo F. Costa, João Y. Ishihara
2006 C conf
A finite-time stability concept and conditions for finite-time and exponential stability of controlled nonlinear systems.
ACC
Eduardo F. Costa, João B. R. do Val
2006 — conf
Bounds for the Finite Horizon Cost of Markov Jump Linear Systems with Additive Noise and Convergence for the Long Run Average Cost.
CDC
Alessandro N. Vargas, Eduardo F. Costa, João B. R. do Val
2006 C conf
Obtaining stabilizing stationary controls via finite horizon cost.
ACC
Eduardo F. Costa, João B. R. do Val
2006 C conf
Weak controllability and weak stabilizability concepts for linear systems with Markov jump parameters.
ACC
Eduardo F. Costa, Amanda L. P. Manfrim, João B. R. do Val
2005 — conf
A New Approach to Detectability of Discrete-Time Infinite Markov Jump Linear Systems.
CDC/ECC
Eduardo F. Costa, João B. R. do Val, Marcelo D. Fragoso
2005 J jnl
A New Approach to Detectability of Discrete-Time Infinite Markov Jump Linear Systems.
SIAM J. Control. Optim.
Eduardo F. Costa, João Bosco Ribeiro do Val, Marcelo D. Fragoso
2005 — conf
Optimality Condition for the Receding Horizon Control of Markov Jump Linear Systems with Non-observed Chain and Linear Feedback Controls.
CDC/ECC
Alessandro N. Vargas, João B. R. do Val, Eduardo F. Costa
2005 J jnl
Stabilizability and positiveness of solutions of the jump linear quadratic problem and the coupled algebraic Riccati equation.
IEEE Trans. Autom. Control.
João Bosco Ribeiro do Val, Eduardo F. Costa
2004 J jnl
An Algorithm for Solving a Perturbed Algebraic Riccati Equation.
Eur. J. Control
Eduardo F. Costa, João B. R. do Val
2004 — conf
Receding horizon control of Markov jump linear systems subject to noise and unobserved state chain.
CDC
Alessandro N. Vargas, João B. R. do Val, Eduardo F. Costa
2003 — conf
On the observability and detectability of continuous-time Markov jump linear systems.
CDC
Eduardo F. Costa, João B. R. do Val
2003 — conf
Optimal cost convergence with respect to the time horizon.
ECC
Eduardo F. Costa, João B. R. do Val
2003 — conf
Stability of receding horizon control of nonlinear systems.
CDC
Eduardo F. Costa, João B. R. do Val
2003 — conf
Weak detectability and the LQ problem of discrete-time infinite Markov jump linear systems.
CDC
Eduardo F. Costa, João B. R. do Val, Marcelo D. Fragoso
2002 — conf
Detectability of Markov jump linear systems, the LQ problem and the coupled Riccati equations.
CDC
João B. R. do Val, Eduardo F. Costa
2002 J jnl
Gain scheduled controllers for dynamic systems using sector nonlinearities.
Autom.
Eduardo F. Costa, Vilma A. Oliveira
2002 J jnl
On the Observability and Detectability of Continuous-Time Markov Jump Linear Systems.
SIAM J. Control. Optim.
Eduardo F. Costa, João Bosco Ribeiro do Val
2002 J jnl
On the design of guaranteed cost controllers for a class of uncertain linear systems.
Syst. Control. Lett.
Eduardo F. Costa, Vilma A. Oliveira
2001 — conf
Numerical solution for the linear-quadratic control problem of Markov jump linear systems and a weak detectability concept.
ECC
João B. R. do Val, Eduardo F. Costa
2001 J jnl
On the detectability and observability of discrete-time Markov jump linear systems.
Syst. Control. Lett.
Eduardo F. Costa, João B. R. do Val
2001 — conf
On the observability and detectability of continuous-time Markov jump linear systems.
ECC
Eduardo F. Costa, João B. R. do Val
2000 — conf
Stability of receding horizon Kalman filter in state estimation of linear time-varying systems.
CDC
João B. R. do Val, Eduardo F. Costa
2000 C conf
Stability of receding horizon control of Markov jump linear systems without jump observations.
ACC
Eduardo F. Costa, João B. R. do Val