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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Detalles Bibliográficos
Autor: Neudecker, Heinz
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
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spelling A matrix function useful in the estimation of linear continuous-time models.Neudecker, HeinzAlgebras, LinearMultilinear algebraMatricesÀlgebra linealÀlgebra multilinealMatriu S, TeoriaClassificació AMS::15 Linear and multilinear algebramatrix theoryIn 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.Peer ReviewedInstitut d'Estadística de Catalunya20062006-01-0120072007-11-15journal articlehttp://purl.org/coar/resource_type/c_6501NAhttp://purl.org/coar/version/c_be7fb7dd8ff6fe43info:eu-repo/semantics/articleapplication/pdfhttps://hdl.handle.net/2099/3787reponame:UPCommons. Portal del coneixement obert de la UPCinstname:Universitat Politècnica de Catalunya (UPC)Inglésengopen accesshttp://purl.org/coar/access_right/c_abf2Attribution-NonCommercial-NoDerivs 2.5 Spainhttp://creativecommons.org/licenses/by-nc-nd/2.5/es/info:eu-repo/semantics/openAccessoai:upcommons.upc.edu:2099/37872026-05-27T15:37:01Z
dc.title.none.fl_str_mv A matrix function useful in the estimation of linear continuous-time models.
title A matrix function useful in the estimation of linear continuous-time models.
spellingShingle A matrix function useful in the estimation of linear continuous-time models.
Neudecker, Heinz
Algebras, Linear
Multilinear algebra
Matrices
Àlgebra lineal
Àlgebra multilineal
Matriu S, Teoria
Classificació AMS::15 Linear and multilinear algebra
matrix theory
title_short A matrix function useful in the estimation of linear continuous-time models.
title_full A matrix function useful in the estimation of linear continuous-time models.
title_fullStr A matrix function useful in the estimation of linear continuous-time models.
title_full_unstemmed A matrix function useful in the estimation of linear continuous-time models.
title_sort A matrix function useful in the estimation of linear continuous-time models.
dc.creator.none.fl_str_mv Neudecker, Heinz
author Neudecker, Heinz
author_facet Neudecker, Heinz
author_role author
dc.subject.none.fl_str_mv Algebras, Linear
Multilinear algebra
Matrices
Àlgebra lineal
Àlgebra multilineal
Matriu S, Teoria
Classificació AMS::15 Linear and multilinear algebra
matrix theory
topic Algebras, Linear
Multilinear algebra
Matrices
Àlgebra lineal
Àlgebra multilineal
Matriu S, Teoria
Classificació AMS::15 Linear and multilinear algebra
matrix theory
description 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.
publishDate 2006
dc.date.none.fl_str_mv 2006
2006-01-01
2007
2007-11-15
dc.type.none.fl_str_mv journal article
http://purl.org/coar/resource_type/c_6501
NA
http://purl.org/coar/version/c_be7fb7dd8ff6fe43
dc.type.openaire.fl_str_mv info:eu-repo/semantics/article
format article
dc.identifier.none.fl_str_mv https://hdl.handle.net/2099/3787
url https://hdl.handle.net/2099/3787
dc.language.none.fl_str_mv Inglés
eng
language_invalid_str_mv Inglés
language eng
dc.rights.none.fl_str_mv open access
http://purl.org/coar/access_right/c_abf2
Attribution-NonCommercial-NoDerivs 2.5 Spain
http://creativecommons.org/licenses/by-nc-nd/2.5/es/
dc.rights.openaire.fl_str_mv info:eu-repo/semantics/openAccess
rights_invalid_str_mv open access
http://purl.org/coar/access_right/c_abf2
Attribution-NonCommercial-NoDerivs 2.5 Spain
http://creativecommons.org/licenses/by-nc-nd/2.5/es/
eu_rights_str_mv openAccess
dc.format.none.fl_str_mv application/pdf
dc.publisher.none.fl_str_mv Institut d'Estadística de Catalunya
publisher.none.fl_str_mv Institut d'Estadística de Catalunya
dc.source.none.fl_str_mv reponame:UPCommons. Portal del coneixement obert de la UPC
instname:Universitat Politècnica de Catalunya (UPC)
instname_str Universitat Politècnica de Catalunya (UPC)
reponame_str UPCommons. Portal del coneixement obert de la UPC
collection UPCommons. Portal del coneixement obert de la UPC
repository.name.fl_str_mv
repository.mail.fl_str_mv
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score 15,300719

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