Stationary Riccati equation for linear minimum mean square error estimator of Markovian jump systems. - Oswaldo L. V. Costa; Susset Guerra Jiménez (CDC, 2000)

Robust filtering for discrete-time linear systems with Markov switching parameters. - Oswaldo L. V. Costa; Susset Guerra Jiménez (ECC, 2001)

Stationary filter for linear minimum mean square error estimator of discrete-time Markovian jump systems. - Oswaldo L. V. Costa; Susset Guerra Jiménez (IEEE Trans. Autom. Control., 2002)