Bounds on the solution of the time-varying linear matrix differential equation P(t) = AH(t)P(t) plus P(t)A(t) plus Q(t) Conference Paper uri icon

abstract

  • We derive upper and lower bounds for the trace of the solution of the time-varying linear matrix differential equation P(t) = A 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.

name of conference

  • 2004 43rd IEEE Conference on Decision and Control (CDC) (IEEE Cat. No.04CH37601)

published proceedings

  • 2004 43RD IEEE CONFERENCE ON DECISION AND CONTROL (CDC), VOLS 1-5

author list (cited authors)

  • Zhu, Y. L., & Pagilla, P. R.

citation count

  • 3

complete list of authors

  • Zhu, YL||Pagilla, PR

publication date

  • January 2004