System Dynamics Mathematical Background Example 2.6 Closed Form Solution for Matrix Exponential (Distinct Roots)

System Dynamics (24.509)

II. Mathematical Background

Example 2.6 Closed Form Solution for Matrix Exponential (Distinct Roots)

Problem Statement:

Determine for .

Problem Solution:

First find the eigenvalues

Using the standard form of Sylvester's theorem, we have from eqn. (2.43)

24.509 Lecture Notes by Dr. J. R. White, UMass-Lowell (Spring 1997).