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dc.contributor.authorNeudecker, Heinz
dc.date.accessioned2007-11-15T17:46:19Z
dc.date.available2007-11-15T17:46:19Z
dc.date.issued2006
dc.identifier.citationNeudecker, Heinz. "A matrix function useful in the estimation of linear continuous-time models". SORT, 2006, Vol. 30, núm. 1
dc.identifier.issn1696-2281
dc.identifier.urihttp://hdl.handle.net/2099/3787
dc.description.abstractIn 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.extent85-90
dc.language.isoeng
dc.publisherInstitut d'Estadística de Catalunya
dc.relation.ispartofSORT. 2006, Vol. 30, Núm. 1 [January-June]
dc.rightsAttribution-NonCommercial-NoDerivs 2.5 Spain
dc.rights.urihttp://creativecommons.org/licenses/by-nc-nd/2.5/es/
dc.subject.otherAlgebras, Linear
dc.subject.otherMultilinear algebra
dc.subject.otherMatrices
dc.titleA matrix function useful in the estimation of linear continuous-time models.
dc.typeArticle
dc.subject.lemacÀlgebra lineal
dc.subject.lemacÀlgebra multilineal
dc.subject.lemacMatriu S, Teoria
dc.description.peerreviewedPeer Reviewed
dc.subject.amsClassificació AMS::15 Linear and multilinear algebra; matrix theory
dc.rights.accessOpen Access
local.personalitzacitaciotrue


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