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Computing the exponential of an intensity matrix

โœ Scribed by Brian J. Melloy; G. Kemble Bennett


Book ID
107988994
Publisher
Elsevier Science
Year
1993
Tongue
English
Weight
631 KB
Volume
46
Category
Article
ISSN
0377-0427

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A practical method for computing the exp
โœ Westreich, David ๐Ÿ“‚ Article ๐Ÿ“… 1990 ๐Ÿ› Wiley (John Wiley & Sons) ๐ŸŒ English โš– 341 KB

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.