Bounds on the solution of the time-varying linear matrix differential equation (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 Ṗ(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.

author list (cited authors)

  • Zhu, Y., & Pagilla, P. R.

citation count

  • 10

publication date

  • September 2006