A matrix function useful in the estimation of linear continuous-time models.
In a recent publication Chen & Zadrozny (2001) derive some equations for efficiently computing eA and ∇ eA, its derivative. They employ an expression due to Bellman (1960), Snider (1964) and Wilcox (1967) for the differential deA and a method due to Van Loan (1978) to find the derivative ∇eA. Th...
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| Tipo de recurso: | artículo |
| Fecha de publicación: | 2006 |
| País: | España |
| Institución: | Universitat Politècnica de Catalunya (UPC) |
| Repositorio: | UPCommons. Portal del coneixement obert de la UPC |
| Idioma: | inglés |
| OAI Identifier: | oai:upcommons.upc.edu:2099/3787 |
| Acceso en línea: | https://hdl.handle.net/2099/3787 |
| Access Level: | acceso abierto |
| Palabra clave: | Algebras, Linear Multilinear algebra Matrices Àlgebra lineal Àlgebra multilineal Matriu S, Teoria Classificació AMS::15 Linear and multilinear algebra matrix theory |
| Sumario: | In a recent publication Chen & Zadrozny (2001) derive some equations for efficiently computing eA and ∇ eA, its derivative. They employ an expression due to Bellman (1960), Snider (1964) and Wilcox (1967) for the differential deA and a method due to Van Loan (1978) to find the derivative ∇eA. The present note gives a) a short derivation of ∇ eA by way of the Bellman-Snider-Wilcox result, b) a shorter derivation without using it. In both approaches there is no need for Van Loan’s method. |
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