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

被引：0
|
作者：
Zhu, YL [1 ]
Pagilla, PR [1 ]
机构：
[1] Oklahoma State Univ, Sch Mech & Aerosp Engn, Stillwater, OK 74078 USA
来源：
2004 43RD IEEE CONFERENCE ON DECISION AND CONTROL (CDC), VOLS 1-5 | 2004年
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中图分类号：
TP [自动化技术、计算机技术];
学科分类号：
0812 ;
摘要：
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.
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页码：5392 / 5396
页数：5
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