| dc.contributor.author | Neudecker, Heinz |
| dc.date.accessioned | 2007-11-15T17:46:19Z |
| dc.date.available | 2007-11-15T17:46:19Z |
| dc.date.issued | 2006 |
| dc.identifier.citation | Neudecker, Heinz. "A matrix function useful in the estimation of linear continuous-time models". SORT, 2006, Vol. 30, núm. 1 |
| dc.identifier.issn | 1696-2281 |
| dc.identifier.uri | http://hdl.handle.net/2099/3787 |
| dc.description.abstract | In a recent publication Chen & Zadrozny (2001) derive some equations for efficiently computing eA and ∇ eA, its derivative. They employ an expression due to Bellman (1960), Snider (1964) and Wilcox (1967) for the differential deA and a method due to Van Loan (1978) to find the derivative ∇eA. The
present note gives a) a short derivation of ∇ eA by way of the Bellman-Snider-Wilcox result, b) a shorter derivation without using it. In both approaches there is no need for Van Loan’s method. |
| dc.format.extent | 85-90 |
| dc.language.iso | eng |
| dc.publisher | Institut d'Estadística de Catalunya |
| dc.relation.ispartof | SORT. 2006, Vol. 30, Núm. 1 [January-June] |
| dc.rights | Attribution-NonCommercial-NoDerivs 2.5 Spain |
| dc.rights.uri | http://creativecommons.org/licenses/by-nc-nd/2.5/es/ |
| dc.subject.other | Algebras, Linear |
| dc.subject.other | Multilinear algebra |
| dc.subject.other | Matrices |
| dc.title | A matrix function useful in the estimation of linear continuous-time models. |
| dc.type | Article |
| dc.subject.lemac | Àlgebra lineal |
| dc.subject.lemac | Àlgebra multilineal |
| dc.subject.lemac | Matriu S, Teoria |
| dc.description.peerreviewed | Peer Reviewed |
| dc.subject.ams | Classificació AMS::15 Linear and multilinear algebra; matrix theory |
| dc.rights.access | Open Access |
| local.personalitzacitacio | true |
