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  • 70 votes cast
Sep
10
asked Discrete Analogue of the Fundamental Theorem of Calculus
Aug
31
comment Modification of the continuous time Lyapunov Equation
The idea in your answer is probably unfeasible, since my system has $n > 200$. Could you point out a reference for this pole-place method? By the way, thanks for the support.
Aug
30
asked Modification of the continuous time Lyapunov Equation
Aug
21
comment Calculate a whitening matrix without using inverses?
Isn't computing the entire eigenvector matrix also expensive, even for a symmetric matrix? I wonder if Cholesky itself isn't faster.
Aug
20
accepted Distance between discrete random variables
Aug
19
asked Reference suggestion: eigenvalues of tridiagonal matrices
Aug
16
accepted Solving for specific entries in a Lyapunov Equation
Aug
16
accepted Approximate solution for the root of a non-linear function
Aug
14
comment Solving for specific entries in a Lyapunov Equation
Actually, I have been looking at the web and haven't yet found a method for solving the eq. for B. Any ideas on where to look?
Aug
14
comment Solving for specific entries in a Lyapunov Equation
Wow, this is great. Thank you! I'll start testing this idea right away and post some results as soon as they come out.
Aug
9
comment Solving for specific entries in a Lyapunov Equation
@dato, Sorry I don't understand.
Aug
9
comment Solving for specific entries in a Lyapunov Equation
The solution of the Lyapunov equation, $R$, will be symmetric and positive definite (it is actually a covariance matrix). What I can prove is that $C$ is anti-symmetric ($C^\text{T} = -C$)
Aug
9
asked Solving for specific entries in a Lyapunov Equation
Jul
30
awarded  Critic
Jul
28
comment Partial Fractions Expansion of $\tanh(z)/z$
Yeah. Probably. Hehe. It's just that I never know how to deal with sums in any other way than comparing it to other sums. Again, thank you for the answer J.M.
Jul
28
answered Self-study resources for basic probability?
Jul
28
accepted Partial Fractions Expansion of $\tanh(z)/z$
Jul
28
comment Partial Fractions Expansion of $\tanh(z)/z$
@jm this is great; does all such formulas rely on manipulating other known products and sums? Isn't there, for instance, a Fourier transform or generating function approach (or something...)? Again, thank you for the support.
Jul
27
comment Approximate solution for the root of a non-linear function
Let $F_\pm(t) = e^t (g \cos(\omega t-\phi) \pm b)$. The first point, $t_0$ say, is computed from either $F_\pm(t_0) = F(0) \mp \alpha$, where $\alpha$ is a positive constant. From there one the roots are computed sequentially as above.
Jul
27
revised Approximate solution for the root of a non-linear function
Updated the instability aspect of the problem.