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Bounds on the solution of the time-varying linear matrix differential equation P/spl dot/ (t) = A/sup H/(t)P(t) +P(t)A(t) + Q(t) | IEEE Conference Publication | IEEE Xplore

Bounds on the solution of the time-varying linear matrix differential equation P/spl dot/ (t) = A/sup H/(t)P(t) +P(t)A(t) + Q(t)


Abstract:

We derive upper and lower bounds for the trace of the solution of the time-varying linear matrix differential equation P/spl dot/(t) = A/sup H/(t)P(t) + P(t)A(t) + Q(t). ...Show More

Abstract:

We derive upper and lower bounds for the trace of the solution of the time-varying linear matrix differential equation P/spl dot/(t) = A/sup H/(t)P(t) + P(t)A(t) + Q(t). The bounds obtained are useful since the considered equation is encountered in a number of applications in systems and control theory.
Date of Conference: 14-17 December 2004
Date Added to IEEE Xplore: 16 May 2005
Print ISBN:0-7803-8682-5
Print ISSN: 0191-2216
Conference Location: Nassau, Bahamas

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