Title :
Three important matrix inequalities currently impacting control and estimation applications
Author_Institution :
Analytic Sciences Corporation, Reading, MA, USA
fDate :
12/1/1978 12:00:00 AM
Abstract :
This correspondence traces the origin of three simple but powerful matrix inequalities that have arisen in many diverse control and estimation studies. The purpose of this slightly critical discussion is to stimulate an awareness of the variety of applications for these inequalities and by so doing, hopefully, to reduce the period for their reappearance in the control and estimation theory literature.
Keywords :
Control system analysis; Estimation; Matrices; Differential equations; Eigenvalues and eigenfunctions; Linear matrix inequalities; Particle measurements; Riccati equations; Stability criteria; Stochastic processes; Symmetric matrices; Vectors;
Journal_Title :
Automatic Control, IEEE Transactions on
DOI :
10.1109/TAC.1978.1101900