Concepedia

Analytic derivatives of the matrix exponential for estimation of linear continuous-time models

Baoline Chen, Peter Zadrozny

Journal of Economic Dynamics and Control · 2001 · 12 citations · 10 references

DOI

Concepts

References

10

Spectral Analysis and Time Series

David B. Preston · Technometrics · 1983 · 4.9K citations

, , +14

Matrix Differential Calculus with Applications in Statistics and Econometrics.

J. R. Magnus, Heinz Neudecker · Biometrics · 1988 · 2.7K citations

, , +12

Nineteen Dubious Ways to Compute the Exponential of a Matrix

C Moler, Charles Van Loan · SIAM Review · 1978 · 1.5K citations

, , +14

Matrix Differential Calculus with Applications in Statistics and Econometrics

Eric R. Ziegel, J. R. Magnus, H. Neudecker · Technometrics · 1989 · 1.4K citations

, , +12

Computing integrals involving the matrix exponential

Charles Van Loan · IEEE Transactions on Automatic Control · 1978 · 839 citations

, , +11