What is the character analysis of the Duchess in "My Last Duchess"?

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In spite of the Duke's rather untrustworthy opinion of the Duchess, we can infer a number of physical and other attributes from what he says about her. It is pertinent that she was beautiful and that he wanted to celebrate her allure by having her portrait done by a renowned artist.

When he discusses the painting, he mentions her blushing ('spot of joy') not only because he was there but also because of a remark the painter, Fra Pandolf, made while executing his task. This suggests that she was somewhat shy and probably easily embarrassed by a compliment or by seeing her husband perusing her and the painting being crafted by the artist. The Duke, however, seems offended since he believes she was too easily pleased.

...She had
A heart—how shall I say?—too soon made glad,
Too easily impressed....
It is obvious that the Duchess was a happy person who easily derived satisfaction from even the smallest things. The Duke, though, resented this. He refused to accept that she found enjoyment in the things around her. He states:
...she liked whate’er
She looked on, and her looks went everywhere.
Sir, ’twas all one!
He obviously hated the idea of her treating everything the same. She was evidently not one to discriminate and be biased, but he hated the idea that she did not give him any special attention and regarded him with the same kind of devotion that she gave to everything else. His possessiveness and jealousy are palpably clear:
...all and each
Would draw from her alike the approving speech,
Or blush, at least.
The Duchess was clearly kind, and it is especially her approval and shows of gracious appreciation to other men that irritated him the most, as he states:
...She thanked men—good! but thanked
The exclamation mark emphasizes his bitter sarcasm. He believed that she should have valued the gift of his esteemed and obviously historically significant name more than anything else, which, apparently, she did not. This shows that the Duchess was not impressed by a title or a name and that she was humble. The Duke, in contrast, was clearly arrogant and pompous.   It is also quite clear that the Duchess was both proud and stubborn, for it appears that the Duke had admonished her for being so generous in her praise and approval, but she did not change her character. The Duke seems to believe that he embarrassed himself by having to rebuke her about something that he believed should have been self-evident. He had to "stoop" but would have preferred if she had been the one to stoop and bow to his authority and follow his instructions.   The Duke's frustration at what he deemed his wife's unacceptable behavior became intolerable. Her behavior, in his mind, worsened and he could not take her impudence any longer. He gave instructions that led to a complete cessation of all her generosity. The suggestion is that he had her killed.
This grew; I gave commands;
Then all smiles stopped together. There she stands
As if alive.
One cannot know for sure because the last line above is ambiguous. It may mean that the portrait is such an extremely life-like rendition of her that it seems alive or that she may actually be dead. Since the Duke appears to be contemplating remarrying, it seems safe to assume the latter.
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The Duke, who narrates the poem, is an unreliable narrator. Thus in trying to determine the character of the Duchess, we have the problem that we cannot trust our only source of information.

The basic facts of which we can be certain are that she was married to the Duke, that she was young and probably beautiful, that she died, and that the Duke is negotiating for a second wife. We can also assume that she was a member of the nobility.

The Duke portrays her as flirtatious and disloyal. He objects to the way she "thanked men" and suggests that rather than favoring him, her husband, she treated him just like any other man rather than loving or respecting him as a husband.

As readers, though, we cannot trust the Duke, who appears insanely jealous and paranoid and may well have had her murdered. She may well have been simply polite and pleasant. Eventually, we cannot determine her real character because we are not given an account by a reliable witness. 

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Describe/analyze the character of the lady (the Duchess) in "My Last Duchess"? What do you notice in her?

The former, now deceased, wife of the speaker in "My Last Duchess" was, in life, polite, respectful, friendly, and beautiful.  She was, unfortunately for her, not a snob, which is what her husband wants in a wife.

In short, the Duchess in the poem now behaves like the Duke expects a wife to behave:  like a work of art reflecting back on him.  The poem begins and ends with the Duke displaying works of art.  Notice the works of art are important to the Duke not for their inherent beauty, etc., but because of how they reflect on him.  The final piece he points out, for instance, is valuable because it is rare and was created just for him. 

The Duchess was respectful and appeared to be very nice to the Duke, but the Duke, according to his own words, was not the only source of her joy.  She found pleasure in nature and people who would do small favors for her, etc.  The Duke was not her only source of joy--therefore he ordered her to be killed. 

The Duchess is in the present of the poem the ultimate trophy wife for the Duke. 

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