• 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