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