DocumentCode
871443
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
Volume
3
Issue
3
fYear
1967
fDate
3/1/1967 12:00:00 AM
Firstpage
117
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;
fLanguage
English
Journal_Title
Electronics Letters
Publisher
iet
ISSN
0013-5194
Type
jour
DOI
10.1049/el:19670089
Filename
4207150
Link To Document