In this paper, we investigate limiting behavior of linear dynamic systems driven by random stochastic matrices. We introduce and study the new concepts of partial ergodicity and ℓ1-approximation of a given chain of stochastic matrices. We show that partial ergodicity of a chain is invariant under ℓ1-approximations. We also introduce an infinite flow graph of a random chain and use the connectivity components of this graph to characterize the ergodicity classes of a chain. Finally, we provide a result showing that, under certain conditions, the ergodicity classes of an independent random chain and its expected counterpart are the same.
|Title of host publication
|2010 49th IEEE Conference on Decision and Control, CDC 2010
|Institute of Electrical and Electronics Engineers Inc.
|Number of pages
|Published - 2010
|49th IEEE Conference on Decision and Control, CDC 2010 - Atlanta, United States
Duration: Dec 15 2010 → Dec 17 2010
|Proceedings of the IEEE Conference on Decision and Control
|49th IEEE Conference on Decision and Control, CDC 2010
|12/15/10 → 12/17/10
ASJC Scopus subject areas
- Control and Systems Engineering
- Modeling and Simulation
- Control and Optimization