Efficient calculation of the discrete state transition matrix
- 1 April 1979
- journal article
- Published by Institute of Electrical and Electronics Engineers (IEEE) in Proceedings of the IEEE
- Vol. 67 (4) , 680-682
- https://doi.org/10.1109/PROC.1979.11295
Abstract
A simple direct numerical procedure is shown for the evaluation of the discrete state transition matrix of linear time-invariant systems with a prescribed accuracy. The procedure uses a power-series expansion and checks the accuracy of the elements of the truncated series in the course of computation by using a relative error criterion. The results demonstrate that this procedure, in general, requires a considerably reduced number of matrix terms in comparision with the conventional procedure based on the matrix norm criterion, even in the presence of severe numerical difficulties.Keywords
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