IEEE - Institute of Electrical and Electronics Engineers, Inc. - Spectral and graph-theoretic bounds on steady-state-probability estimation performance for an ergodic Markov chain

2011 American Control Conference

Author(s): Mengran Xue ; Sandip Roy
Sponsor(s): Control Syst. Soc.
Publisher: IEEE - Institute of Electrical and Electronics Engineers, Inc.
Publication Date: 1 June 2011
Conference Location: San Francisco, CA, USA
Conference Date: 29 June 2011
Page(s): 2,399 - 2,404
ISBN (CD): 978-1-4577-0079-8
ISBN (Electronic): 978-1-4577-0081-1
ISBN (Paper): 978-1-4577-0080-4
ISSN (CD): 0743-1619
ISSN (Electronic): 2378-5861
ISSN (Paper): 0743-1619
DOI: 10.1109/ACC.2011.5990901
Regular:

We pursue a spectral and graph-theoretic performance analysis of a classical estimator for Markov-chain steady state probabilities. Specifically, we connect a performance measure for the estimate... View More

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