Linear minimum mean square filter for discrete-time linear systems with multiplicative noise. - Oswaldo L. V. Costa; Guilherme R. A. M. Benites (CDC, 2010)

Linear minimum mean square filter for discrete-time linear systems with Markov jumps and multiplicative noises. - Oswaldo L. V. Costa; Guilherme R. A. M. Benites (Autom., 2011)

Robust mode-independent filtering for discrete-time Markov jump linear systems with multiplicative noises. - Oswaldo L. V. Costa; Guilherme R. A. M. Benites (Int. J. Control, 2013)