Trace bounds on the covariances of continuous-time systems with multiplicative noiseTrace bounds on the covariances of continuous-time systems with multiplicative noise Peer-Reviewed Journal Publication Δημοσίευση σε Περιοδικό με Κριτές 2015-10-062015enMatrix 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 errorhttp://creativecommons.org/licenses/by/4.0/IEEE Transactions on Automatic Control138138 - 142 Yannis Phillis Φιλλης Ιωαννης Vassilis S. Kouikoglou IEEE Greek mathematics mathematics greek greek mathematics