Lyapunov Exponent of Rank One Matrices: Ergodic Formula and Inapproximability of the Optimal Distribution
The Lyapunov exponent corresponding to a set of square matrices A = {A 1 , ... , A n } and a probability distribution p over {1, ... , n} is λ(A, p) := lim k→∞ 1/k E log ||A σk ⋯ A σ2 A σ1 ||, where σ i are i.i.d. according to p. This quantity is of fundamental importance to control theory since it...
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| Format: | Article |
| Language: | English |
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Institute of Electrical and Electronics Engineers (IEEE)
2021
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| Online Access: | https://hdl.handle.net/1721.1/130087 |