| Van Loan, C. F., "Computing Integrals Involving The Matrix Exponential." IEEE Transactions on Automatic Control, 23:395-404, 1978. |
....where is a unity Gaussian white noise. In the discrete form, the model is (8) 9) where , is the process Gaussian white noise and is the measurement Gaussian white noise. To determine the covariance matrix of the process noise for the model of equation (8) and (9) we use the Van Loan procedure [5]. We now have the discrete statespace system model and the noise characterization needed to design a discrete Kalman filter. 5. Results and Discussion The objective of the proposed technique is to develop a tracker for the pursuit motion of the eye. According to our formulation of the tracking ....
C. F. van Loan, "Computing Integrals Involving the Matrix Exponential," IEEE Trans. Automatic Control, AC-23, 3, 395-404, June 1987.
....where is a unity Gaussian white noise. In the discrete form, the model is (8) 9) where , is the process Gaussian white noise and is the measurement Gaussian white noise. To determine the covariance matrix of the process noise for the model of equation (8) and (9) weuse the Van Loan procedure [5]. We now have the discrete state space system model and the noise characterization needed to design a discrete Kalman filter. 5. Results and Discussion The objective of the proposed technique is to develop a tracker for pursuit motion of the eye. According to our formulation of the tracking ....
C. F. van Loan, "Computing Integrals Involving the Matrix Exponential," IEEE Trans. Automatic Control, AC-23, 3, 395-404, June 1987.
.... 0 M t e L t K t DKe L M d Z T 0 M t e L t (T ) K t C Z 0 e A( oe) BKe L(T oe) M doed EE9531: L 2 induced Norms and Frequency gains 11 Matrices Bd ; Cd and Dd in the above expressions can be easily numerically evaluated using matrix exponential formulas suggested by Van Loan (1978), which yield Bd = e AT 0] exp fi A BK 0 L T fl 0 M ; Cd = M t 0] exp fi L t K t C 0 A T fl 0 I ; Dd = M t e L t T 0] exp fi L t K t DK 0 L T fl 0 M [M t 0] exp 8 : 2 4 L t K t C 0 0 A BK 0 0 L 3 5 T 9 = 0 e LT M ....
Van Loan, C. (1978), `Computing integrals involving the matrix exponential', IEEE Trans. on Automatic Control AC-23(3), 395--404.
No context found.
Van Loan, C. F., "Computing Integrals Involving The Matrix Exponential." IEEE Transactions on Automatic Control, 23:395-404, 1978.
No context found.
Van Loan, C.F. (1978) Computing integrals involving the matrix exponential. IEEE Transactions on Automatic Control 23, 395-404.
No context found.
C. F. van Loan, "Computing integrals involving the matrix exponential," IEEE Transactions on Automatic Control AC-23(3), pp. 395--404, 1978.
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