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State Transition Matrix

  1. Dec 31, 2010 #1


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    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 ?
  2. jcsd
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