solve a matrix equation
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any one has any ideas about how to solve a matrix equation like (inv([sI-A])*B*w)'*E=0, where I is a unit matrix, A, B and E are known matrices, s is a scalar variable and w is a matrix variable with corresponding dimension. or how to find s and w to minimize the norm of (inv([sI-A])*B*w)'*E ?
For example, if A=[1 2;-1 2]; B=[1 2];E=[1 1];
any ideas are appreciated
Thanks
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Star Strider
2012 年 6 月 29 日
編集済み: Star Strider
2012 年 6 月 29 日
It would be helpful to know where this equation comes from and the context in which the question is being asked. The equation looks suspiciously like a Laplace-transformed state equation, usually equated not to zero but to the Laplace-transformed state vector 'X'. The matrix '[s*I-A]^(-1)' is the Laplace transform of the 'fundamental solution matrix' or 'state transition matrix', the inverse transform of which is usually expressed as 'expm(A*t)' or something similar, depending on the context. In addition, 'w' might be white process noise.
In short, I am not certain this question has an answer, at least not with the equation in this form. If I am wrong, I invite correction, ideally with a detailed explanation or online reference.
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