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Convergence of Eigenvalues in State-Discretization of Linear Stochastic Systems.

José A. De DonáGraham C. GoodwinRichard H. MiddletonIain Raeburn
Published in: SIAM J. Matrix Anal. Appl. (2000)
Keyphrases
  • stochastic systems
  • state space
  • stochastic models
  • monte carlo