Bounds on the state vector growth rate in stochastic dynamical systems
نویسنده
چکیده
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.
منابع مشابه
Evaluation of Bounds on the Mean Rate of Growth of the State Vector of a Linear Dynamical Stochastic System in Idempotent Algebra*
A dynamical system which is described in terms of an idempotent algebra by means of a vector equation with random irreducible matrix is considered. An approach based on approximation of the matrix of the system by means of matrices of simple structure is applied to evaluate bounds on the mean rate of growth of the state vector of the system. The process of constructing the approximations is red...
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عنوان ژورنال:
- CoRR
دوره abs/1212.6030 شماره
صفحات -
تاریخ انتشار 2005