Power series evaluation of transition and covariance matrices

DOI10.1109/TAC.1972.1099934zbMath0258.93025MaRDI QIDQ5675608

Gerald J. Bierman

Publication date: 1972

Published in: IEEE Transactions on Automatic Control (Search for Journal in Brave)

Mathematics Subject Classification ID

Algebraic methods (93B25) Numerical methods for initial value problems involving ordinary differential equations (65L05)

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