Title :
A novel method of evaluating

in closed form
Author_Institution :
Sir George Williams University, Montreal, Canada
fDate :
10/1/1970 12:00:00 AM
Abstract :
A new method for evaluating the exponential of a matrix with distinct eigenvalues in closed form is presented. This technique uses the Vandermonde matrix and is in many respects superior to other known methods.
Keywords :
Matrices; Control systems; Eigenvalues and eigenfunctions; Equations; Kalman filters; Lagrangian functions; Linear systems; Performance analysis; Recursive estimation; Steady-state; Symmetric matrices;
Journal_Title :
Automatic Control, IEEE Transactions on
DOI :
10.1109/TAC.1970.1099568