See this document in CiteSeerX!

A Note on Parameter Differentiation of Matrix Exponentials, with Applications to Continuous-Time Modeling (2001)  (Make Corrections)  
Henghsiu Tsai, K.S. Chan



  Home/Search   Context   Related

 
View or download:
uiowa.edu/techrep/tr311.pdf
Cached:  PS.gz  PS  PDF   Image  Update  Help

From:  uiowa.edu/techrep/ (more)
(Enter author homepages)

Rate this article: (best)
  Comment on this article  
(Enter summary)

Abstract: We have derived a new analytic formula for evaluating the derivatives of a matrix exponential. In contrast... (Update)

Active bibliography (related documents):   More   All
0.5:   Elephant Seal Movements: Dive Types and Their Sequences - Brillinger, Stewart   (Correct)
0.5:   Stochastic Methods in Applied Mathematics and Physics - Chorin (2002)   (Correct)
0.5:   Use of Wei-Norman formul and parameter differentiation in.. - Altafini   (Correct)

Similar documents based on text:   More   All
0.2:   Derivatives of the Matrix Exponential and Their Computation - Najfeld, Havel (1994)   (Correct)
0.2:   Generalized Polar Decompositions for the Approximation of.. - Zanna, Munthe-Kaas (2000)   (Correct)
0.2:   Berry-Esseen bounds for the number of maxima in planar regions - Bai   (Correct)

BibTeX entry:   (Update)

@misc{ tsai-note,
  author = "Henghsiu Tsai and K.S. Chan",
  title = "A Note on Parameter Differentiation of Matrix Exponentials, with Applications
    to Continuous-Time Modeling",
  url = "citeseer.ist.psu.edu/tsai01note.html" }
Citations (may not include all citations):
326   Topics in Matrix Analysis (context) - Horn, Johnson - 1991
258   Matrix Analysis (context) - Horn, Johnson - 1985
225   Stochastic Processes and Filtering Theory (context) - Jazwinski - 1970
140   Kronecker Products and Matrix Calculus with Applications (context) - Graham - 1986
110   The Theory of Stochastic Processes (context) - Cox, Miller - 1965
11   Ordinary Di#erential Equations (context) - Hale - 1969
6   Computing integrals involving the matrix exponential (context) - Van Loan - 1978
3   the approximation of continuous time threshold ARMA processe.. (context) - Brockwell, Stramer - 1995
2   Stochastic Di#erential Equations (context) - Arnold - 1974
2   Exponential Operators and Parameter Di#erentiation in Quantu.. (context) - Wilcox - 1967
2   The analysis of panel data under a Markov assumption (context) - Kalbfleisch, Lawless - 1985
1   A generalized linear model for repeated ordered categorical .. (context) - Chan, Munoz-Hernandez - 1997
1   threshold ARMA processes in continuous time (context) - Brockwell - 1993
1   Fitting systems of linear di#erential equations using comput.. (context) - Jennrich, Bright - 1976
1   Analytic derivatives of the matrix exponential for estimatio.. (context) - Chen, Zadrozny - 2001
1   Analytical Score Function for Irregularly Sampled Continuous.. (context) - Singer - 1995

Documents on the same site (http://www.stat.uiowa.edu/techrep/):   More
Asymptotic Properties of Nonparametric Estimation Based on Partly.. - Huang   (Correct)
Efficient estimation of the partly linear additive Cox model - Huang (1999)   (Correct)
Some Practical Guidelines for Effective Sample-Size Determination - Lenth (2001)   (Correct)

Online articles have much greater impact   More about CiteSeer.IST   Add search form to your site   Submit documents   Feedback  

CiteSeer.IST - Copyright Penn State and NEC