Aristotle was one of the first to define a tragic hero. Tragic heroes are, typically, found in dramas (plays). Given the characteristics above provide a very good list, I would add that the "fall" of the tragic hero is not necessarily a complete loss for the hero. Instead, the fall forces the hero to "up" his or her self-knowledge.
There is a plot consideration to be made here as well. In order for a hero to be tragic, he/she must take part in a (formally defined) tragedy.
Don Quixote cannot be considered a tragic hero, for this reason, whereas an argument can be made that Luke Skywalker is a tragic hero in the context of Empire Strikes Back.
Quixote is flawed in the same way that many tragic heroes are flawed and he takes part in a quest. Yet, his story is a comedy.
Skywalker takes part in a tragedy in Empire Strikes Back, and his personal flaw is his sentimentality. When faced in battle with a hardened opponent, Luke's inability to suppress his feelings leads to failure.
A tragic hero has a tragic flaw. This is a flaw that he cannot get past, and it dooms him (or her). Sometimes this flaw is not really the character's fault, and he is a victim of circumstances. Jealousy and anger are common tragic flaws.
A tragic hero is a character in a work of fiction (often the protagonist) who commits an action or makes a mistake which eventually leads to his or her defeat. The idea of the tragic hero was created in ancient Greek tragedy and defined by Aristotle (and others). Usually, this includes the realization of the error (anagnorisis), which results in catharsis or epiphany.