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Paper detail

Bounds on the state vector growth rate in stochastic dynamical systems

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.

preprint2012arXivOpen access
Nikolai K. Krivulin
Systems and Controlmath.OC
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Nikolai K. Krivulin

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