Computing high dimensional multiple integrals involving matrix exponentials-Reference-Cited by-同舟云学术

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Computing high dimensional multiple integrals involving matrix exponentials

Published:2023-03 Issue: Volume:421 Page:114844
ISSN:0377-0427
Container-title:Journal of Computational and Applied Mathematics
language:en
Short-container-title:Journal of Computational and Applied Mathematics

Author:

Naranjo-Noda F.S.^ORCID,Jimenez J.C.^ORCID

Publisher

Elsevier BV

Subject

Applied Mathematics,Computational Mathematics

Reference22 articles.

1. Computing integrals involving the matrix exponential;Van Loan;IEEE Trans. Automat. Control,1978

2. Computing multiple integrals involving matrix exponentials;Carbonell;J. Comput. Appl. Math.,2008

3. Optimal Estimation of Dynamic Systems;Crassidis,2004

4. Kalman Filtering: Theory and Practice with MATLAB;Grewal,2014

5. Stochastic Models, Estimation, and Control;Maybeck,1982

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