Trace bounds on the covariances of continuous-time systems with multiplicative noise

URI	http://purl.tuc.gr/dl/dias/46DD936D-769F-413B-AC82-20892935982E	-
Identifier	https://doi.org/ 10.1109/9.186326	-
Language	en	-
Extent	5 pages	en
Title	Trace bounds on the covariances of continuous-time systems with multiplicative noise	en
Creator	Yannis Phillis	en
Creator	Φιλλης Ιωαννης	el
Creator	Vassilis S. Kouikoglou	en
Publisher	IEEE	en
Content Summary	Matrix equations such as AP+PAT+FPFT+Ω=0 and AQ+QAT+-QVQ+FPFT +Ω=0, which arise in the estimation problem of systems with both additive and multiplicative noise, are treated. Trace bounds on the steady-state and error covariances P and Q are established, under complete and incomplete noise information. An example illustrates the usefulness of these bounds in determining the size of the estimation error	el
Type of Item	Peer-Reviewed Journal Publication	en
Type of Item	Δημοσίευση σε Περιοδικό με Κριτές	el
License	http://creativecommons.org/licenses/by/4.0/	en
Date of Item	2015-10-06	-
Date of Publication	2015	-
Subject	Greek mathematics	en
Subject	mathematics greek	en
Subject	greek mathematics	en
Bibliographic Citation	V. S. Kouikoglou , Y. A. Phillis, "Trace bounds on the covariances of continuous-time systems with multiplicative noise," IEEE Trans. on Aut. control, vol. 38, no. 1, pp. 138- 142, 1993.doi : 10.1109/9.186326	en

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