SOLUTION: Hi. My question is related to my project: F is a stable matrix (all eigenvalues are less than 1) (F+G*K) is another stable matrix. B is a positive semi definite matrix. Q

SOLUTION: Hi. My question is related to my project: F is a stable matrix (all eigenvalues are less than 1) (F+G*K) is another stable matrix. B is a positive semi definite matrix. Q_i =

Question 1103082: Hi.
My question is related to my project:
F is a stable matrix (all eigenvalues are less than 1)
(F+G*K) is another stable matrix.
B is a positive semi definite matrix.
Q_i = [(F+GK)^i - F^i ] B [(F+GK)^i - F^i ]^T
Here is the equation:
Trace(Q_i) = [ Trace(S_i) ]^2.
Whats the best approximation of S_i in terms of F,B,G and K.
Thanks a lot
Navid
Answer by rothauserc(4718) (Show Source): You can put this solution on YOUR website!
In the notation you have used
:
F^i, what values does i take on?
:
Q_i, does this use the same values for i and what does Q_i mean (i by i matrix?)
:

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