SpectralRadiusJumpMarkov:

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   Compute the spectral radius of a discrete jump Markov system.
   p must be symmetric and the same size as the number of matrices in a.

   Type SpectralRadiusJumpMarkov for two examples from A. Vargas.

	a = {[0 2;0 0.5], [0.5 0;2 0]};
	p = [0.5 0.5;0.5 0.5];
    
	a = {[2 1;0 0], [0 1;0 2]};
	p = [0.1 0.9;0.9 0.1];

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   Form:
   rho = SpectralRadiusJumpMarkov( a, p )
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   Inputs
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   a    {:}    Cell array of state matrices nxn
   p    (n,n)	Transition probability matrix

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   Outputs
   -------
   rho  (1,1)  Vector in b

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   Reference:	V.Gupta, R. M. Murray, L. Shi, B. Sinopili, "Networked
               Sensing, Estimation and Control Systems," January 2010.
               A. N. Vargas, "A brief overview of Markov
               jump linear systems," Seminar at BCAM.
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Children:

MHT: Utilities/SpectralRadius