Consistent state-discretization of linear systems
José A. De Doná, Graham C. Goodwin, Richard Hume Middleton · 2002
This paper explores the properties of discrete-state models which arise as a state-discretization of continuous-state models. A state-discretization approach is proposed, which gives, as a result, discrete-state Markov chains. The limiting properties of the eigenvalues and eigenvectors of the transition matrices of this Markov chains are studied in connection with parameters of the original continuous-state model.