Title :
On the derivative of the trace of a matrix quadratic form
Author :
Graefe, P.W.U. ; McLane, P.J.
Author_Institution :
National Research Council of Canada, Analysis Laboratory, Ottawa, Canada
fDate :
3/1/1967 12:00:00 AM
Abstract :
In the optimisation of linear systems with a random plant gain, the problem of computing the derivative of the trace of a matrix quadratic form is encountered. A derivation of this derivative is presented.
Keywords :
automatic control; mathematics; optimal control;
Journal_Title :
Electronics Letters
DOI :
10.1049/el:19670089
