Computing integrals involving the matrix exponential

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A new expression for the \(H^2\) performance limit based on state-space representation
Optimal digital filtering of continuous signals in time lag systems
Singular value analysis of deformable systems
Closed-form recursive formula for an optimal tracker with terminal constraints
Continuous time autoregressive models with common stochastic trends
Mixed discrete/continuous specifications in sampled-data H^2-optimal control
More on the conversion problem of discrete-continuous models
Exact computable solution of a class of strongly coupled Riccati equations
Optimal digital redesign of continuous-time controllers
The \({\mathcal H}^ 2\) problem for sampled-data systems
Parallel algorithm for solving some spectral problems of linear algebra
Discrete time representation of stationary and non-stationary continuous time systems
A hybrid state-space approach to sampled-data feedback control
Absolute stability of sampled-data systems with a sector nonlinearity
\(H_\infty\) sampled-data synthesis and related numerical issues
Guaranteed stability margins for discrete-time LQ optimal regulators for the performance index with cross-product terms
Parameter estimation in stochastic grey-box models.
A simple algebraic expression to evaluate the local linearization schemes for stochastic differential equations
Linear estimation of continuous-discrete linear state space models with multiplicative noise
Parameter estimation for a type of nonlinear stochastic models observed with error
Characteristic lengths in natural bundle assemblies arising from fiber-matrix energy competition: a Floquet-based homogenization theory
Characterizing regions of attraction for piecewise affine systems by continuity of discrete transition functions
Robust stability for sampled-data control systems
Numerically robust delta-domain solutions to discrete-time Lyapunov equations.
Dynamic properties of the local linearization method for initial value problems.
Regularization networks for inverse problems: A state-space approach
Analytic numerical solution of coupled semi-infinite diffusion problems
Exact and analytic numerical solution of coupled diffusion problems in a semi-infinite medium
Linear matrix inequalities in multirate control over networks
An expectation maximization algorithm to model failure times by continuous-time Markov chains
Modelling and understanding count processes through a Markov-modulated non-homogeneous Poisson process framework
Estimation of continuous and discrete time co-integrated systems with stock and flow variables
An \(M/ PH /1\) queue with workload-dependent processing speed and vacations
Bayesian ODE solvers: the maximum a posteriori estimate
A sampled-data approach to optimal relaxed-causal sampling
Parameter estimation and computation of the Fisher information matrix for functions of phase type random variables
Data-driven modeling of the temporal evolution of breakers' states in the French electrical transmission grid
Computing high dimensional multiple integrals involving matrix exponentials
The fidelity of exponential and IMEX integrators for wave turbulence: introduction of a new near-minimax integrating factor scheme
State estimator based on an indirect Kalman filter for a hydraulically actuated multibody system
Exponential integration for efficient and accurate multibody simulation with stiff viscoelastic contacts
Moments and polynomial expansions in discrete matrix-analytic models
Conditional multivariate distributions of phase-type for a finite mixture of Markov jump processes given observations of sample path
Two filtering methods of forecasting linear and nonlinear dynamics of intensive longitudinal data
A continuous finite-time convergence fixed-lag FIR smoother using multiple IIR filters
Multivariate matrix-exponential affine mixtures and their applications in risk theory
European option valuation under the Bates PIDE in finance: a numerical implementation of the Gaussian scheme
Continuous time hidden Markov model for longitudinal data
Multiple shooting-local linearization method for the identification of dynamical systems
Matrix representations of life insurance payments
LQ preview state feedback with output regulation constraint
Statistical inference for Markov chains with applications to credit risk
Modeling learning in knowledge space theory through bivariate Markov processes
The Jacobian of the exponential function
Short-run risk, business cycle, and the value premium
\(H_{\infty}\) and LQG control of asynchronous sampled-data systems
Exact pathwise simulation of multi-dimensional Ornstein-Uhlenbeck processes
Automated formal synthesis of provably safe digital controllers for continuous plants
Efficient computation of phi-functions in exponential integrators
An EM algorithm for continuous-time bivariate Markov chains
A retunable PID multi-rate controller for a networked control system
Rate of convergence of local linearization schemes for random differential equations
Numerical solution of stochastic quantum master equations using stochastic interacting wave functions
Weak local linear discretizations for stochastic differential equations: convergence and numerical schemes
New evolution equations for the joint response-excitation probability density function of stochastic solutions to first-order nonlinear PDEs
Numerical simulation of nonlinear dynamical systems driven by commutative noise
Computing multiple integrals involving matrix exponentials
Rate of convergence of local linearization schemes for initial-value problems
Stability and stabilization of nonuniform sampling systems
The local linearization method for numerical integration of random differential equations
Computer control under time-varying sampling period: an LMI gridding approach
Mean and variance of the LQG cost function
Flexible multibody simulation using hybrid integration scheme
Analysis and synthesis of networked control systems with random network-induced delays and sampling intervals
Jordan-Schur algorithms for computing the matrix exponential
\(\mathrm{MAP}/\mathrm{M}/c\) and \(\mathrm{M}/\mathrm{PH}/c\) queues with constant impatience times
Simplified formulas for the mean and variance of linear stochastic differential equations
Pricing swaptions under multifactor Gaussian HJM models
Multi-class M/PH/1 queues with deterministic impatience times
A novel extended precise integration method based on Fourier series expansion for the H₂-norm of linear time-varying periodic systems
Recursions for the MMPP score vector and observed information matrix
Summary Statistics for Endpoint-Conditioned Continuous-Time Markov Chains
The system-matched hold and the intermittent control separation principle
Transformation of a continuous time-invariant linear system into a discrete one
Explicit forward recursive estimators for Markov modulated Markov processes
DISCRETE TIME REPRESENTATIONS OF COINTEGRATED CONTINUOUS TIME MODELS WITH MIXED SAMPLE DATA
ESTIMATING CONTINUOUS-TIME MODELS ON THE BASIS OF DISCRETE DATA VIA AN EXACT DISCRETE ANALOG
Efficient analysis of the MMAP[\(K\)]/PH[\(K\)]/1 priority queue
Computing stochastic continuous-time models from ARMA models
Monotone smoothing splines using general linear systems
Discrete-time model for an adaptive optics system with input delay
Explicit solutions for a system of coupled Lyapunov differential matrix equations
Singular perturbation modelling of large-scale systems with multi-time-scale property
Determination of the feedback gains of sampled-data linear systems with integral control using time-weighted quadratic performance indices
Fixed-order sampled-data estimation
The digital optimal regulator and tracker for stochastic time-varying systems
Investigation of the intersample variance in sampled-data control
Markov modulated Poisson process associated with state-dependent marks and its applications to the deep earthquakes
Markov-modulated Hawkes process with stepwise decay
COS method for option pricing under a regime-switching model with time-changed Lévy processes

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