Computing multiple integrals involving matrix exponentials (Q2469632)
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| English | Computing multiple integrals involving matrix exponentials |
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Computing multiple integrals involving matrix exponentials (English)
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6 February 2008
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The authors generalize a formula proposed by \textit{C. Van Loan} [IEEE Trans. Autom. Control 23, 395--404 (1978; Zbl 0387.65013)] for the computation of multiple integrals of exponential matrices. The numerical evaluation of such integrals is reduced to a conventional algorithm to compute matrix exponentials.
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matrix exponentials
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multiple integrals
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integral of exponential matrices
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algorithm
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