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arxiv: 1212.6030 · v1 · pith:3YGLDMCJnew · submitted 2012-12-25 · 🧮 math.OC · cs.SY· eess.SY

Bounds on the state vector growth rate in stochastic dynamical systems

classification 🧮 math.OC cs.SYeess.SY
keywords boundssystemvectordynamicalgrowthratestatestochastic
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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.

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