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 MoreMetadata
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