João B. R. do Val

Publication Activity (10 Years)

Years Active: 1998-2023
Publications (10 Years): 12

Top Topics

Optimal Control

Top Venues

IEEE Control. Syst. Lett.

Publications

Marcos R. Fernandes, Rafael Fontes Souto, João B. R. do Val
Robust Mixed-Effect Estimation of Tumor Growth and Age Based on Gompertz Model. IEEE Control. Syst. Lett. 7 (2023)
Marcos R. Fernandes, Giorgio M. Magalhães, Yusef Cáceres Zúñiga, João B. R. do Val
GNSS/MEMS-INS Integration for Drone Navigation Using EKF on Lie Groups. IEEE Trans. Aerosp. Electron. Syst. 59 (6) (2023)
Marcos R. Fernandes, Giorgio M. Magalhães, Yusef Cáceres Zuniga, João B. R. do Val
GNSS/MEMS-INS Integration for Drone Navigation using EKF on Lie Groups. CoRR (2022)
João B. R. do Val, Daniel S. Campos
The H2-optimal Control Problem of CSVIU Systems: Discounted, Counter-discounted and Long-Run Solutions - Part I: The Norm. CoRR (2021)
Filipe C. Pedrosa, João C. Nereu, João B. R. do Val
When control and state variations increase uncertainty: Modeling and stochastic control in discrete time. Autom. 123 (2021)
João B. R. do Val, Daniel S. Campos
The H2-optimal Control Problem of CSVIU Systems: Discounted, Counter-discounted and Long-run Solutions - Part II: Optimal Control. CoRR (2021)
Marcos R. Fernandes, João B. R. do Val, Rafael Fontes Souto
Robust Estimation and Filtering for Poorly Known Models. IEEE Control. Syst. Lett. 4 (2) (2020)
Daniel S. Campos, João B. R. do Val
Observability Notions for CSVIU and Stability in Connection with Some Norms. ACC (2020)
Marcos R. Fernandes, João B. R. do Val, Rafael Fontes Souto
Filtering of Poorly Known Systems: Estimation Variations as Source of Uncertainty. CDC (2018)
Filipe C. Pedrosa, João C. Nereu, João B. R. do Val
Stochastic optimal control of systems for which control variation increases uncertainty: A contribution to the discrete time case. SMC (2017)
Vinicius L. Silva, João B. R. do Val, Rafael Fontes Souto
A stochastic approach for robustness: A H2-norm comparison. CDC (2017)
Victor B. Frencl, João B. R. do Val
Individuals motion models based on probabilistic distribution profiles. FUSION (2015)
Rafael Fontes Souto, João B. R. do Val, Ricardo C. L. F. Oliveira
Controlling uncertain stochastic systems: Performance comparisons in a scalar system. CDC (2013)
Alessandro N. Vargas, Walter Furloni, João B. R. do Val
Second moment constraints and the control problem of Markov jump linear systems. Numer. Linear Algebra Appl. 20 (2) (2013)
Rafael Fontes Souto, João B. R. do Val
A Stochastic Model to Account for System Uncertainties Applied to an Optimal Harvesting Problem. ROCOND (2012)
Alessandro N. Vargas, João B. R. do Val
Minimum second moment state for the existence of average optimal stationary policies in linear stochastic systems. ACC (2010)
Alessandro N. Vargas, João B. R. do Val
Average Cost and Stability of Time-Varying Linear Systems. IEEE Trans. Autom. Control. 55 (3) (2010)
Alessandro N. Vargas, João B. R. do Val
A controllability condition for the existence of average optimal stationary policies of linear stochastic systems. ECC (2009)
Andre P. Calmon, Thomas Vallée, João B. R. do Val
Control variation as a source of uncertainty: Single input case. ACC (2009)
Alessandro N. Vargas, João B. R. do Val
A bounded cost condition for the existence of average optimal stationary policies of linear stochastic systems. ECC (2009)
Ricardo C. L. F. Oliveira, Alessandro N. Vargas, João B. R. do Val, Pedro L. D. Peres
analysis and stabilisation of discrete-time Markov jump linear systems with uncertain probability matrix. Int. J. Control 82 (3) (2009)
Eduardo F. Costa, Amanda L. P. Manfrim, João B. R. do Val
Weak controllability and weak stabilizability concepts for linear systems with Markov jump parameters. ACC (2006)
Eduardo F. Costa, João B. R. do Val
A finite-time stability concept and conditions for finite-time and exponential stability of controlled nonlinear systems. ACC (2006)
Edilson F. Arruda, João B. R. do Val
Approximate Dynamic Programming Based on Expansive Projections. CDC (2006)
Alessandro N. Vargas, Eduardo F. Costa, João B. R. do Val
Bounds for the Finite Horizon Cost of Markov Jump Linear Systems with Additive Noise and Convergence for the Long Run Average Cost. CDC (2006)
Alessandro N. Vargas, Walter Furloni, João B. R. do Val
Constrained model predictive control of jump linear systems with noise and non-observed Markov state. ACC (2006)
Eduardo F. Costa, João B. R. do Val
Obtaining stabilizing stationary controls via finite horizon cost. ACC (2006)
Alessandro N. Vargas, João B. R. do Val, Eduardo F. Costa
Optimality Condition for the Receding Horizon Control of Markov Jump Linear Systems with Non-observed Chain and Linear Feedback Controls. CDC/ECC (2005)
Eduardo F. Costa, João B. R. do Val, Marcelo D. Fragoso
A New Approach to Detectability of Discrete-Time Infinite Markov Jump Linear Systems. CDC/ECC (2005)
Eduardo F. Costa, João B. R. do Val
An Algorithm for Solving a Perturbed Algebraic Riccati Equation. Eur. J. Control 10 (6) (2004)
Edilson F. Arruda, João B. R. do Val, Anthony Almudevar
Stability and optimality of a discrete production and storage model with uncertain demand. CDC (2004)
Cristiane Nespoli, João B. R. do Val, Yusef Cáceres
The LQ control problem, for Markovian jumps linear systems with horizon defined by stopping times. ACC (2004)
Alessandro N. Vargas, João B. R. do Val, Eduardo F. Costa
Receding horizon control of Markov jump linear systems subject to noise and unobserved state chain. CDC (2004)
Eduardo F. Costa, João B. R. do Val
Stability of receding horizon control of nonlinear systems. CDC (2003)
Eduardo F. Costa, João B. R. do Val
Optimal cost convergence with respect to the time horizon. ECC (2003)
Eduardo F. Costa, João B. R. do Val, Marcelo D. Fragoso
Weak detectability and the LQ problem of discrete-time infinite Markov jump linear systems. CDC (2003)
Eduardo F. Costa, João B. R. do Val
On the observability and detectability of continuous-time Markov jump linear systems. CDC (2003)
João B. R. do Val, Cristiane Nespoli
Stochastic stability for Markovian jump linear systems subject to a crucial failure event. ACC (2003)
João B. R. do Val, Eduardo F. Costa
Detectability of Markov jump linear systems, the LQ problem and the coupled Riccati equations. CDC (2002)
João B. R. do Val, Eduardo F. Costa
Numerical solution for the linear-quadratic control problem of Markov jump linear systems and a weak detectability concept. ECC (2001)
Eduardo F. Costa, João B. R. do Val
On the observability and detectability of continuous-time Markov jump linear systems. ECC (2001)
Eduardo F. Costa, João B. R. do Val
On the detectability and observability of discrete-time Markov jump linear systems. Syst. Control. Lett. 44 (2) (2001)
Eduardo E. Costa, João B. R. do Val
On the detectability and observability of discrete-time Markov jump linear systems. CDC (2000)
João B. R. do Val, Eduardo F. Costa
Stability of receding horizon Kalman filter in state estimation of linear time-varying systems. CDC (2000)
Eduardo F. Costa, João B. R. do Val
Stability of receding horizon control of Markov jump linear systems without jump observations. ACC (2000)
Daniela Pucci de Farias, José Claudio Geromel, João B. R. do Val, Oswaldo L. V. Costa
Output feedback control of Markov jump linear systems in continuous-time. IEEE Trans. Autom. Control. 45 (5) (2000)
João B. R. do Val, José Claudio Geromel, Oswaldo L. V. Costa
Uncoupled Riccati iterations for the linear quadratic control problem of discrete-time Markov jump linear systems. IEEE Trans. Autom. Control. 43 (12) (1998)