Bounds on the solution of the time-varying linear matrix differential equation P(t) = AH(t)P(t)+P(t)A(t)+Q(t) Academic Article uri icon

abstract

  • We derive upper and lower bounds for the trace of the solution of the time-varying linear matrix differential equation (t) = AH(t)P(t) + P(t)A(t) + Q(t). A practical numerical example is given to verify the bounds. The bounds obtained are useful since the considered equation is encountered in a number of applications in systems and control theory. 2006 Oxford University Press.

published proceedings

  • IMA JOURNAL OF MATHEMATICAL CONTROL AND INFORMATION

author list (cited authors)

  • Zhu, Y., & Pagilla, P. R.

citation count

  • 11

complete list of authors

  • Zhu, Yongliang||Pagilla, Prabhakar R

publication date

  • September 2006