Computing multiple integrals involving matrix exponentials
✍ Scribed by F. Carbonell; J.C. Jímenez; L.M. Pedroso
- Publisher
- Elsevier Science
- Year
- 2008
- Tongue
- English
- Weight
- 139 KB
- Volume
- 213
- Category
- Article
- ISSN
- 0377-0427
No coin nor oath required. For personal study only.
📜 SIMILAR VOLUMES
Subrahmaniam [1] records the expected values of certain zonal polynomials for the multivariate Dirichlet distribution. Actually, these results are expected values of certain zonal polynomials for the multivariate beta distribution. The present paper evaluates the expected values for a single matrix
A practical algorithm is described for the computation of the transition matrix and its integral of a timeinvariant state-space system. It is based on the partial Taylor expansion of the matrices, and methods for reducing computations and increasing accuracy are given.