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

Yongliang Zhu,Prabhakar R Pagilla

doi:10.1093/imamci/dni058

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

Yongliang Zhu, Prabhakar R Pagilla

https://doi.org/10.1093/imamci/dni058

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Journal: IMA Journal of Mathematical Control and Information	Publication Date: Sep 1, 2006
Citations: 17

Affiliation: Oklahoma State University

#Time-varying Linear Equation #Time-varying Differential Equation #Solution Of Linear Equation #Time-varying Matrix #Time-varying Equation #Solution Of Differential Equation #Linear Differential Equation #Solution Of Equation #Linear Equation #Linear Matrix Differential Equation

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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).

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