The Matrix exponential, Dynamic Systems and Control

AbstractThe matrix exponential can be found in various connections in analysis and control of dynamic systems. In this short note we are going to list a few examples. The matrix exponential usably pops up in connection to the sampling process, whatever it is in a deterministic or a stochastic setting or it is a tool for determining a Gramian matrix.

This note is intended to be used in connection to the teaching post the course in Stochastic Adaptive Control (02421) given at The Department of Informatics and Mathematical Modelling (IMM), The Technical University of Denmark. This work is a result of a study of the literature.

First version was originally written before 2004. Latest revision was done in 2018.
TypeTechnical report
Year2004    No. 2004-02    pp. 14
PublisherInformatics and Mathematical Modelling, Technical University of Denmark, DTU
AddressRichard Petersens Plads, Building 321, DK-2800 Kgs. Lyngby
SeriesIMM-Technical Report-2004-02
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Publication link
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IMM Group(s)Mathematical Statistics

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