Morozan, Toader; Dragan, Vasile An \(H_{2}\)-type norm of a discrete-time linear stochastic system with periodic coefficients simultaneously affected by an infinite Markov chain and multiplicative white noise perturbations. (English) Zbl 1302.93246 Stochastic Anal. Appl. 32, No. 5, 776-801 (2014). MSC: 93E20 93E15 60J10 93C55 PDFBibTeX XMLCite \textit{T. Morozan} and \textit{V. Dragan}, Stochastic Anal. Appl. 32, No. 5, 776--801 (2014; Zbl 1302.93246) Full Text: DOI
Costa, Eduardo F.; Astolfi, Alessandro Stochastic detectability and mean bounded error covariance of the recursive Kalman filter with Markov jump parameters. (English) Zbl 1186.93072 Stochastic Anal. Appl. 28, No. 2, 190-201 (2010). MSC: 93E10 93E11 93B99 60J75 PDFBibTeX XMLCite \textit{E. F. Costa} and \textit{A. Astolfi}, Stochastic Anal. Appl. 28, No. 2, 190--201 (2010; Zbl 1186.93072) Full Text: DOI
Boukas, E. K. Stabilization of stochastic hybrid linear systems with noise. (English) Zbl 1136.93420 Stochastic Anal. Appl. 24, No. 4, 719-732 (2006). MSC: 93D15 60H10 93E15 PDFBibTeX XMLCite \textit{E. K. Boukas}, Stochastic Anal. Appl. 24, No. 4, 719--732 (2006; Zbl 1136.93420) Full Text: DOI
Costa, Eduardo F.; do Val, João B. R.; Fragosa, Marcelo D. On a detectability concept of discrete-time infinite Markov jump linear systems. (English) Zbl 1081.93023 Stochastic Anal. Appl. 23, No. 1, 1-14 (2005). Reviewer: Anna Jaskiewicz (Wrocław) MSC: 93E03 93B07 60J75 PDFBibTeX XMLCite \textit{E. F. Costa} et al., Stochastic Anal. Appl. 23, No. 1, 1--14 (2005; Zbl 1081.93023) Full Text: DOI
Fragoso, Marcelo D.; Costa, Oswaldo L. V. Mean square stabilizability of continuous-time linear systems with partial information on the Markovian jumping parameters. (English) Zbl 1125.93055 Stochastic Anal. Appl. 22, No. 1, 99-111 (2004). MSC: 93D15 60J25 93E15 PDFBibTeX XMLCite \textit{M. D. Fragoso} and \textit{O. L. V. Costa}, Stochastic Anal. Appl. 22, No. 1, 99--111 (2004; Zbl 1125.93055) Full Text: DOI
Shi, Peng; Boukas, El-Kébir; Shi, Yan On stochastic stabilization of discrete-time Markovian jump systems with delay in state. (English) Zbl 1024.60029 Stochastic Anal. Appl. 21, No. 4, 935-951 (2003). Reviewer: Marius Iosifescu (Bucureşti) MSC: 60J10 93E15 PDFBibTeX XMLCite \textit{P. Shi} et al., Stochastic Anal. Appl. 21, No. 4, 935--951 (2003; Zbl 1024.60029) Full Text: DOI
Costa, O. L. V.; do Val, J. B. R. Jump \(LQ\)-optimal control for discrete-time Markovian systems with stochastic inputs. (English) Zbl 0913.93079 Stochastic Anal. Appl. 16, No. 5, 843-858 (1998). Reviewer: M.Nisio (Osaka) MSC: 93E20 93C99 93C55 PDFBibTeX XMLCite \textit{O. L. V. Costa} and \textit{J. B. R. do Val}, Stochastic Anal. Appl. 16, No. 5, 843--858 (1998; Zbl 0913.93079) Full Text: DOI