Bounds on the state vector growth rate in stochastic dynamical systems
Optimization and Control
2012-12-27 v1 Systems and Control
Abstract
A stochastic dynamical system represented through a linear vector equation in idempotent algebra is considered. We propose simple bounds on the mean growth rate of the system state vector, and give an analysis of absolute error of a bound. As an illustration, numerical results of evaluation of the bounds for a test system are also presented.
Cite
@article{arxiv.1212.6030,
title = {Bounds on the state vector growth rate in stochastic dynamical systems},
author = {Nikolai K. Krivulin},
journal= {arXiv preprint arXiv:1212.6030},
year = {2012}
}
Comments
The 5th St. Petersburg Workshop on Simulation, St. Petersburg, Russia, June 26-July 2, 2005