Title :
Bounds on the solution of the time-varying linear matrix differential equation P˙ (t) = AH(t)P(t) +P(t)A(t) + Q(t)
Author :
Zhu, Yongliang ; Pagilla, Prabhakar R.
Author_Institution :
Sch. of Mech. & Aerosp. Eng., Oklahoma State Univ., Stillwater, OK, USA
Abstract :
We derive upper and lower bounds for the trace of the solution of the time-varying linear matrix differential equation P˙(t) = AH(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.
Keywords :
differential equations; linear systems; time-varying systems; control theory; systems theory; time-varying linear matrix differential equation; Aerospace engineering; Automated highways; Control systems; Control theory; Controllability; Differential equations; Eigenvalues and eigenfunctions; Engineering profession; Observability; Time varying systems;
Conference_Titel :
Decision and Control, 2004. CDC. 43rd IEEE Conference on
Print_ISBN :
0-7803-8682-5
DOI :
10.1109/CDC.2004.1429665