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arXiv · 2505.18187

Discretization of Linear Systems using the Matrix Exponential

Steven Dahdah·James Richard Forbes
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Abstract

Discretizing continuous-time linear systems typically requires numerical integration. This document presents a convenient method for discretizing the dynamics, input, and process noise state-space matrices of a continuous-time linear system using a single matrix exponential.

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Steven Dahdah, James Richard Forbes. 2025-05-18. Discretization of Linear Systems using the Matrix Exponential. https://arxiv.org/abs/2505.18187

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