Institutional Repository
Technical University of Crete
Technical University of Crete
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| 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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