Bounds on the Solution of the Time-Varying Linear Matrix Differential Equation $dot{P}(t)=A^{H}(t)P(t)+P(t)A(t)+Q(t)$ 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.

author list (cited authors)

  • Zhu, Y., & Pagilla, P. R.

citation count

  • 3

publication date

  • January 2004

publisher