Oswaldo Luiz do Valle Costa

21 papers C 1Journal 18Unranked 2
YearRankTypeTitle / Venue / Authors
2025 J jnl
Reinforcement Learning-Based Market Making as a Stochastic Control on Non-Stationary Limit Order Book Dynamics.
CoRR
Rafael Zimmer, Oswaldo Luiz do Valle Costa
2021 — conf
Fault Detection Filter for Discrete-Time Markov Jump Lur'e Systems.
ECC
Leonardo de Paula Carvalho, Bayu Jayawardhana, Oswaldo Luiz do Valle Costa
2021 J jnl
Gain-Scheduled Fault Detection Filter for Discrete-Time LPV Systems.
IEEE Access
Leonardo de Paula Carvalho, Jonathan M. Palma, Tábitha E. Rosa, Bayu Jayawardhana, Oswaldo Luiz do Valle Costa
2021 J jnl
Model-based fault detection filter for Markovian jump linear systems applied to a control moment gyroscope.
Eur. J. Control
Leonardo de Paula Carvalho, Fabio Yukio Toriumi, Bruno Augusto Angélico, Oswaldo Luiz do Valle Costa
2021 J jnl
Network-Aware Controller Design With Performance Guarantees for Linear Wireless Systems.
IEEE Trans. Autom. Control.
André Marcorin de Oliveira, Vineeth Satheeskumar Varma, Romain Postoyan, Irinel-Constantin Morarescu, Jamal Daafouz, Oswaldo Luiz do Valle Costa
2020 J jnl
A Detector-Based Approach for the Constrained Quadratic Control of Discrete-Time Markovian Jump Linear Systems.
IEEE Trans. Autom. Control.
Yeison Andres Zabala, Oswaldo Luiz do Valle Costa
2020 J jnl
H
IEEE Access
Leonardo de Paula Carvalho, André Marcorin de Oliveira, Oswaldo Luiz do Valle Costa
2020 J jnl
Suboptimal H2 and H∞ static output feedback control of hidden Markov jump linear systems.
Eur. J. Control
André Marcorin de Oliveira, Oswaldo Luiz do Valle Costa, Jamal Daafouz
2018 J jnl
Detector-based H∞ results for discrete-time Markov jump linear systems with partial observations.
Autom.
Marcos G. Todorov, Marcelo D. Fragoso, Oswaldo Luiz do Valle Costa
2018 — conf
Robust Fault Detection H∞ Filter for Markovian Jump Linear Systems.
ECC
Leonardo de Paula Carvalho, André Marcorin de Oliveira, Oswaldo Luiz do Valle Costa
2017 J jnl
Filtering ℒ-coupled algebraic Riccati equations for discrete-time Markov jump systems.
Autom.
Oswaldo Luiz do Valle Costa, Danilo Zucolli Figueiredo
2017 J jnl
H2-control and the separation principle for discrete-time jump systems with the Markov chain in a general state space.
Int. J. Syst. Sci.
Danilo Zucolli Figueiredo, Oswaldo Luiz do Valle Costa
2016 J jnl
Quadratic control with partial information for discrete-time jump systems with the Markov chain in a general Borel space.
Autom.
Oswaldo Luiz do Valle Costa, Danilo Zucolli Figueiredo
2015 J jnl
A Detector-Based Approach for the H
IEEE Trans. Autom. Control.
Oswaldo Luiz do Valle Costa, Marcelo D. Fragoso, Marcos Garcia Todorov
2014 J jnl
Stochastic stabilization and induced l
Autom.
Carlos Alberto Cavichioli Gonzaga, Oswaldo Luiz do Valle Costa
2011 J jnl
On the Filtering Problem for Continuous-Time Markov Jump Linear Systems with no Observation of the Markov Chain.
Eur. J. Control
Oswaldo Luiz do Valle Costa, Marcelo D. Fragoso, Marcos G. Todorov
2008 J jnl
Generalized Coupled Algebraic Riccati Equations for Discrete-time Markov Jump with Multiplicative Noise Systems.
Eur. J. Control
Oswaldo Luiz do Valle Costa, Wanderlei Lima de Paulo
2006 C conf
Discrete-time mean-variance portfolio optimization with Markov switching parameters.
ACC
Michael Viriato Araujo, Oswaldo Luiz do Valle Costa
1996 J jnl
Mean-square stabilizing solutions for discrete-time coupled algebraic Riccati equations.
IEEE Trans. Autom. Control.
Oswaldo Luiz do Valle Costa
1995 J jnl
Discrete-time LQ-optimal control problems for infinite Markov jump parameter systems.
IEEE Trans. Autom. Control.
Oswaldo Luiz do Valle Costa, Marcelo D. Fragoso
1994 J jnl
Linear minimum mean square error estimation for discrete-time Markovian jump linear systems.
IEEE Trans. Autom. Control.
Oswaldo Luiz do Valle Costa