• DocumentCode
    1402882
  • Title

    Tight bounds for the trace of a matrix product

  • Author

    Lasserre, Jean B.

  • Author_Institution
    Lab. d´´Autom. et d´´Anal. des Syst., CNRS, Toulouse, France
  • Volume
    42
  • Issue
    4
  • fYear
    1997
  • fDate
    4/1/1997 12:00:00 AM
  • Firstpage
    578
  • Lastpage
    581
  • Abstract
    We propose a family of new upper and lower bounds for the trace of the matrix product AB when A, or B is symmetric. Those bounds depend on a scalar parameter, and both converge monotonically to tr(AB) when this parameter vanishes, thus providing arbitrary close approximations. Even large values of the parameter yield very good bounds
  • Keywords
    matrix algebra; lower bounds; matrix product trace; monotonic convergence; scalar parameter; symmetric matrix; tight bounds; upper bounds; Difference equations; Differential equations; Filtering; Kalman filters; Maximum likelihood detection; Nonlinear filters; Null space; Riccati equations; Silicon compounds; Wiener filter;
  • fLanguage
    English
  • Journal_Title
    Automatic Control, IEEE Transactions on
  • Publisher
    ieee
  • ISSN
    0018-9286
  • Type

    jour

  • DOI
    10.1109/9.566673
  • Filename
    566673
    • Link To Document
    https://search.isc.ac/dl/search/defaultta.aspx?DTC=49&DC=1402882