State Transition Matrix


by M11
Tags: matrix, state, transition
M11
M11 is offline
#1
Dec31-10, 02:04 AM
P: 16
1. The problem statement, all variables and given/known data

I am trying to find the state transition matrix of a 5x5 matrix. Is there a way to use MATLAB in this problem ?


2. Relevant equations
[tex]\Phi[/tex] = (T^-1) x e^(Dt) x T
Where D is 5x5 matrix containing the eigenvalues in the main diagonal, rest of elements are zeros.
T is also 5x5 matrix contain the eigen vectors corresponding to the eign vectors in its columns.
T^-1 is the inverse of T

3. The attempt at a solution

I found the matrices using matlab. The problem is with the variable t . Is there a way to solve problem using matlab or any other software ?
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