State-transition matrix

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<div id="mw-content-text" class="mw-body-content"><div class="mw-content-ltr mw-parser-output" lang="en" dir="ltr"><div class="shortdescription nomobile noexcerpt noprint searchaux" style="display:none">Tool in control theory</div> <style data-mw-deduplicate="TemplateStyles:r1251242444">.mw-parser-output .ambox{border:1px solid #a2a9b1;border-left:10px solid #36c;background-color:#fbfbfb;box-sizing:border-box}.mw-parser-output .ambox+link+.ambox,.mw-parser-output .ambox+link+style+.ambox,.mw-parser-output .ambox+link+link+.ambox,.mw-parser-output .ambox+.mw-empty-elt+link+.ambox,.mw-parser-output .ambox+.mw-empty-elt+link+style+.ambox,.mw-parser-output .ambox+.mw-empty-elt+link+link+.ambox{margin-top:-1px}html body.mediawiki .mw-parser-output .ambox.mbox-small-left{margin:4px 1em 4px 0;overflow:hidden;width:238px;border-collapse:collapse;font-size:88%;line-height:1.25em}.mw-parser-output .ambox-speedy{border-left:10px solid #b32424;background-color:#fee7e6}.mw-parser-output .ambox-delete{border-left:10px solid #b32424}.mw-parser-output .ambox-content{border-left:10px solid #f28500}.mw-parser-output .ambox-style{border-left:10px solid #fc3}.mw-parser-output .ambox-move{border-left:10px solid #9932cc}.mw-parser-output .ambox-protection{border-left:10px solid #a2a9b1}.mw-parser-output .ambox .mbox-text{border:none;padding:0.25em 0.5em;width:100%}.mw-parser-output .ambox .mbox-image{border:none;padding:2px 0 2px 0.5em;text-align:center}.mw-parser-output .ambox .mbox-imageright{border:none;padding:2px 0.5em 2px 0;text-align:center}.mw-parser-output .ambox .mbox-empty-cell{border:none;padding:0;width:1px}.mw-parser-output .ambox .mbox-image-div{width:52px}@media(min-width:720px){.mw-parser-output .ambox{margin:0 10%}}@media print{body.ns-0 .mw-parser-output .ambox{display:none!important}}</style><table class="box-Technical plainlinks metadata ambox ambox-style ambox-technical" role="presentation"><tbody><tr><td class="mbox-image"><div class="mbox-image-div"><span typeof="mw:File"><span><img alt="" src="//upload.wikimedia.org/wikipedia/en/thumb/f/f2/Edit-clear.svg/40px-Edit-clear.svg.png" decoding="async" width="40" height="40" class="mw-file-element" srcset="//upload.wikimedia.org/wikipedia/en/thumb/f/f2/Edit-clear.svg/60px-Edit-clear.svg.png 1.5x, //upload.wikimedia.org/wikipedia/en/thumb/f/f2/Edit-clear.svg/80px-Edit-clear.svg.png 2x" data-file-width="48" data-file-height="48" /></span></span></div></td><td class="mbox-text"><div class="mbox-text-span">This article <b>may be too technical for most readers to understand</b>.<span class="hide-when-compact"> Please <a class="external text" href="https://en.wikipedia.org/w/index.php?title=State-transition_matrix&action=edit">help improve it</a> to <a href="/wiki/Wikipedia:Make_technical_articles_understandable" title="Wikipedia:Make technical articles understandable">make it understandable to non-experts</a>, without removing the technical details.</span> <span class="date-container"><i>(<span class="date">December 2018</span>)</i></span><span class="hide-when-compact"><i> (<small><a href="/wiki/Help:Maintenance_template_removal" title="Help:Maintenance template removal">Learn how and when to remove this message</a></small>)</i></span></div></td></tr></tbody></table> <p>In <a href="/wiki/Control_theory" title="Control theory">control theory</a>, the <b>state-transition matrix</b> is a matrix whose product with the <a href="/wiki/State_space_representation" class="mw-redirect" title="State space representation">state vector</a> <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle x}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi>x</mi> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle x}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/87f9e315fd7e2ba406057a97300593c4802b53e4" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.338ex; width:1.33ex; height:1.676ex;" alt="{\displaystyle x}"></span> at an initial time <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle t_{0}}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <msub> <mi>t</mi> <mrow class="MJX-TeXAtom-ORD"> <mn>0</mn> </mrow> </msub> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle t_{0}}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/02d3006c4190b1939b04d9b9bb21006fb4e6fa4a" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.671ex; width:1.894ex; height:2.343ex;" alt="{\displaystyle t_{0}}"></span> gives <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle x}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi>x</mi> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle x}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/87f9e315fd7e2ba406057a97300593c4802b53e4" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.338ex; width:1.33ex; height:1.676ex;" alt="{\displaystyle x}"></span> at a later time <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle t}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi>t</mi> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle t}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/65658b7b223af9e1acc877d848888ecdb4466560" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.338ex; width:0.84ex; height:2.009ex;" alt="{\displaystyle t}"></span>. The state-transition matrix can be used to obtain the general solution of linear dynamical systems. </p> <meta property="mw:PageProp/toc" /> <div class="mw-heading mw-heading2"><h2 id="Linear_systems_solutions">Linear systems solutions</h2><span class="mw-editsection"><span class="mw-editsection-bracket">[</span><a href="/w/index.php?title=State-transition_matrix&action=edit&section=1" title="Edit section: Linear systems solutions"><span>edit</span></a><span class="mw-editsection-bracket">]</span></span></div> <p>The state-transition matrix is used to find the solution to a general <a href="/wiki/State-space_representation" title="State-space representation">state-space representation</a> of a <a href="/wiki/Linear_system" title="Linear system">linear system</a> in the following form </p> <dl><dd><span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle {\dot {\mathbf {x} }}(t)=\mathbf {A} (t)\mathbf {x} (t)+\mathbf {B} (t)\mathbf {u} (t),\;\mathbf {x} (t_{0})=\mathbf {x} _{0}}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mrow class="MJX-TeXAtom-ORD"> <mrow class="MJX-TeXAtom-ORD"> <mover> <mrow class="MJX-TeXAtom-ORD"> <mi mathvariant="bold">x</mi> </mrow> <mo>˙</mo> </mover> </mrow> </mrow> <mo stretchy="false">(</mo> <mi>t</mi> <mo stretchy="false">)</mo> <mo>=</mo> <mrow class="MJX-TeXAtom-ORD"> <mi mathvariant="bold">A</mi> </mrow> <mo stretchy="false">(</mo> <mi>t</mi> <mo stretchy="false">)</mo> <mrow class="MJX-TeXAtom-ORD"> <mi mathvariant="bold">x</mi> </mrow> <mo stretchy="false">(</mo> <mi>t</mi> <mo stretchy="false">)</mo> <mo>+</mo> <mrow class="MJX-TeXAtom-ORD"> <mi mathvariant="bold">B</mi> </mrow> <mo stretchy="false">(</mo> <mi>t</mi> <mo stretchy="false">)</mo> <mrow class="MJX-TeXAtom-ORD"> <mi mathvariant="bold">u</mi> </mrow> <mo stretchy="false">(</mo> <mi>t</mi> <mo stretchy="false">)</mo> <mo>,</mo> <mspace width="thickmathspace" /> <mrow class="MJX-TeXAtom-ORD"> <mi mathvariant="bold">x</mi> </mrow> <mo stretchy="false">(</mo> <msub> <mi>t</mi> <mrow class="MJX-TeXAtom-ORD"> <mn>0</mn> </mrow> </msub> <mo stretchy="false">)</mo> <mo>=</mo> <msub> <mrow class="MJX-TeXAtom-ORD"> <mi mathvariant="bold">x</mi> </mrow> <mrow class="MJX-TeXAtom-ORD"> <mn>0</mn> </mrow> </msub> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle {\dot {\mathbf {x} }}(t)=\mathbf {A} (t)\mathbf {x} (t)+\mathbf {B} (t)\mathbf {u} (t),\;\mathbf {x} (t_{0})=\mathbf {x} _{0}}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/7c2569729853cdf155a1aae310d5c3c78c867926" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.838ex; width:39.768ex; height:2.843ex;" alt="{\displaystyle {\dot {\mathbf {x} }}(t)=\mathbf {A} (t)\mathbf {x} (t)+\mathbf {B} (t)\mathbf {u} (t),\;\mathbf {x} (t_{0})=\mathbf {x} _{0}}"></span>,</dd></dl> <p>where <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle \mathbf {x} (t)}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mrow class="MJX-TeXAtom-ORD"> <mi mathvariant="bold">x</mi> </mrow> <mo stretchy="false">(</mo> <mi>t</mi> <mo stretchy="false">)</mo> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle \mathbf {x} (t)}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/385450fed781e07652f160faa271a7cc17fdcbc0" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.838ex; width:4.06ex; height:2.843ex;" alt="{\displaystyle \mathbf {x} (t)}"></span> are the states of the system, <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle \mathbf {u} (t)}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mrow class="MJX-TeXAtom-ORD"> <mi mathvariant="bold">u</mi> </mrow> <mo stretchy="false">(</mo> <mi>t</mi> <mo stretchy="false">)</mo> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle \mathbf {u} (t)}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/353f3b463d3340a9940cfbfcc10fd7a82c75831d" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.838ex; width:4.134ex; height:2.843ex;" alt="{\displaystyle \mathbf {u} (t)}"></span> is the input signal, <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle \mathbf {A} (t)}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mrow class="MJX-TeXAtom-ORD"> <mi mathvariant="bold">A</mi> </mrow> <mo stretchy="false">(</mo> <mi>t</mi> <mo stretchy="false">)</mo> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle \mathbf {A} (t)}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/4af847ed2e3fdb3fff63648d4f21f1a7b4a1094d" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.838ex; width:4.668ex; height:2.843ex;" alt="{\displaystyle \mathbf {A} (t)}"></span> and <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle \mathbf {B} (t)}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mrow class="MJX-TeXAtom-ORD"> <mi mathvariant="bold">B</mi> </mrow> <mo stretchy="false">(</mo> <mi>t</mi> <mo stretchy="false">)</mo> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle \mathbf {B} (t)}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/fd11dd93082b513feb5fadd44385f91fa7d59bac" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.838ex; width:4.55ex; height:2.843ex;" alt="{\displaystyle \mathbf {B} (t)}"></span> are <a href="/wiki/Matrix_function" class="mw-redirect" title="Matrix function">matrix functions</a>, and <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle \mathbf {x} _{0}}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <msub> <mrow class="MJX-TeXAtom-ORD"> <mi mathvariant="bold">x</mi> </mrow> <mrow class="MJX-TeXAtom-ORD"> <mn>0</mn> </mrow> </msub> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle \mathbf {x} _{0}}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/799c59f89751f24a2719c4da95f1acdd3e2faf52" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.671ex; width:2.465ex; height:2.009ex;" alt="{\displaystyle \mathbf {x} _{0}}"></span> is the initial condition at <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle t_{0}}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <msub> <mi>t</mi> <mrow class="MJX-TeXAtom-ORD"> <mn>0</mn> </mrow> </msub> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle t_{0}}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/02d3006c4190b1939b04d9b9bb21006fb4e6fa4a" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.671ex; width:1.894ex; height:2.343ex;" alt="{\displaystyle t_{0}}"></span>. Using the state-transition matrix <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle \mathbf {\Phi } (t,\tau )}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mrow class="MJX-TeXAtom-ORD"> <mi mathvariant="bold">Φ</mi> </mrow> <mo stretchy="false">(</mo> <mi>t</mi> <mo>,</mo> <mi>τ</mi> <mo stretchy="false">)</mo> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle \mathbf {\Phi } (t,\tau )}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/72449d0ca063c8dd1ce3f54ae3b649eda918af57" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.838ex; width:6.816ex; height:2.843ex;" alt="{\displaystyle \mathbf {\Phi } (t,\tau )}"></span>, the solution is given by:<sup id="cite_ref-baaschl_1-0" class="reference"><a href="#cite_note-baaschl-1"><span class="cite-bracket">[</span>1<span class="cite-bracket">]</span></a></sup><sup id="cite_ref-rugh_2-0" class="reference"><a href="#cite_note-rugh-2"><span class="cite-bracket">[</span>2<span class="cite-bracket">]</span></a></sup> </p> <dl><dd><span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle \mathbf {x} (t)=\mathbf {\Phi } (t,t_{0})\mathbf {x} (t_{0})+\int _{t_{0}}^{t}\mathbf {\Phi } (t,\tau )\mathbf {B} (\tau )\mathbf {u} (\tau )d\tau }"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mrow class="MJX-TeXAtom-ORD"> <mi mathvariant="bold">x</mi> </mrow> <mo stretchy="false">(</mo> <mi>t</mi> <mo stretchy="false">)</mo> <mo>=</mo> <mrow class="MJX-TeXAtom-ORD"> <mi mathvariant="bold">Φ</mi> </mrow> <mo stretchy="false">(</mo> <mi>t</mi> <mo>,</mo> <msub> <mi>t</mi> <mrow class="MJX-TeXAtom-ORD"> <mn>0</mn> </mrow> </msub> <mo stretchy="false">)</mo> <mrow class="MJX-TeXAtom-ORD"> <mi mathvariant="bold">x</mi> </mrow> <mo stretchy="false">(</mo> <msub> <mi>t</mi> <mrow class="MJX-TeXAtom-ORD"> <mn>0</mn> </mrow> </msub> <mo stretchy="false">)</mo> <mo>+</mo> <msubsup> <mo>∫</mo> <mrow class="MJX-TeXAtom-ORD"> <msub> <mi>t</mi> <mrow class="MJX-TeXAtom-ORD"> <mn>0</mn> </mrow> </msub> </mrow> <mrow class="MJX-TeXAtom-ORD"> <mi>t</mi> </mrow> </msubsup> <mrow class="MJX-TeXAtom-ORD"> <mi mathvariant="bold">Φ</mi> </mrow> <mo stretchy="false">(</mo> <mi>t</mi> <mo>,</mo> <mi>τ</mi> <mo stretchy="false">)</mo> <mrow class="MJX-TeXAtom-ORD"> <mi mathvariant="bold">B</mi> </mrow> <mo stretchy="false">(</mo> <mi>τ</mi> <mo stretchy="false">)</mo> <mrow class="MJX-TeXAtom-ORD"> <mi mathvariant="bold">u</mi> </mrow> <mo stretchy="false">(</mo> <mi>τ</mi> <mo stretchy="false">)</mo> <mi>d</mi> <mi>τ</mi> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle \mathbf {x} (t)=\mathbf {\Phi } (t,t_{0})\mathbf {x} (t_{0})+\int _{t_{0}}^{t}\mathbf {\Phi } (t,\tau )\mathbf {B} (\tau )\mathbf {u} (\tau )d\tau }</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/2f9bd2c269c15d814272c465b1f202e9750e8f35" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -2.671ex; width:44.941ex; height:6.509ex;" alt="{\displaystyle \mathbf {x} (t)=\mathbf {\Phi } (t,t_{0})\mathbf {x} (t_{0})+\int _{t_{0}}^{t}\mathbf {\Phi } (t,\tau )\mathbf {B} (\tau )\mathbf {u} (\tau )d\tau }"></span></dd></dl> <p>The first term is known as the <b>zero-input response</b> and represents how the system's state would evolve in the absence of any input. The second term is known as the <b>zero-state response</b> and defines how the inputs impact the system. </p> <div class="mw-heading mw-heading2"><h2 id="Peano–Baker_series"><span id="Peano.E2.80.93Baker_series"></span>Peano–Baker series</h2><span class="mw-editsection"><span class="mw-editsection-bracket">[</span><a href="/w/index.php?title=State-transition_matrix&action=edit&section=2" title="Edit section: Peano–Baker series"><span>edit</span></a><span class="mw-editsection-bracket">]</span></span></div> <p>The most general transition matrix is given by a <a href="/wiki/Product_integral" title="Product integral">product integral</a>, referred to as the <b>Peano–Baker series</b> </p> <dl><dd><span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle {\begin{aligned}\mathbf {\Phi } (t,\tau )=\mathbf {I} &+\int _{\tau }^{t}\mathbf {A} (\sigma _{1})\,d\sigma _{1}\\&+\int _{\tau }^{t}\mathbf {A} (\sigma _{1})\int _{\tau }^{\sigma _{1}}\mathbf {A} (\sigma _{2})\,d\sigma _{2}\,d\sigma _{1}\\&+\int _{\tau }^{t}\mathbf {A} (\sigma _{1})\int _{\tau }^{\sigma _{1}}\mathbf {A} (\sigma _{2})\int _{\tau }^{\sigma _{2}}\mathbf {A} (\sigma _{3})\,d\sigma _{3}\,d\sigma _{2}\,d\sigma _{1}\\&+\cdots \end{aligned}}}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mrow class="MJX-TeXAtom-ORD"> <mtable columnalign="right left right left right left right left right left right left" rowspacing="3pt" columnspacing="0em 2em 0em 2em 0em 2em 0em 2em 0em 2em 0em" displaystyle="true"> <mtr> <mtd> <mrow class="MJX-TeXAtom-ORD"> <mi mathvariant="bold">Φ</mi> </mrow> <mo stretchy="false">(</mo> <mi>t</mi> <mo>,</mo> <mi>τ</mi> <mo stretchy="false">)</mo> <mo>=</mo> <mrow class="MJX-TeXAtom-ORD"> <mi mathvariant="bold">I</mi> </mrow> </mtd> <mtd> <mi></mi> <mo>+</mo> <msubsup> <mo>∫</mo> <mrow class="MJX-TeXAtom-ORD"> <mi>τ</mi> </mrow> <mrow class="MJX-TeXAtom-ORD"> <mi>t</mi> </mrow> </msubsup> <mrow class="MJX-TeXAtom-ORD"> <mi mathvariant="bold">A</mi> </mrow> <mo stretchy="false">(</mo> <msub> <mi>σ</mi> <mrow class="MJX-TeXAtom-ORD"> <mn>1</mn> </mrow> </msub> <mo stretchy="false">)</mo> <mspace width="thinmathspace" /> <mi>d</mi> <msub> <mi>σ</mi> <mrow class="MJX-TeXAtom-ORD"> <mn>1</mn> </mrow> </msub> </mtd> </mtr> <mtr> <mtd /> <mtd> <mi></mi> <mo>+</mo> <msubsup> <mo>∫</mo> <mrow class="MJX-TeXAtom-ORD"> <mi>τ</mi> </mrow> <mrow class="MJX-TeXAtom-ORD"> <mi>t</mi> </mrow> </msubsup> <mrow class="MJX-TeXAtom-ORD"> <mi mathvariant="bold">A</mi> </mrow> <mo stretchy="false">(</mo> <msub> <mi>σ</mi> <mrow class="MJX-TeXAtom-ORD"> <mn>1</mn> </mrow> </msub> <mo stretchy="false">)</mo> <msubsup> <mo>∫</mo> <mrow class="MJX-TeXAtom-ORD"> <mi>τ</mi> </mrow> <mrow class="MJX-TeXAtom-ORD"> <msub> <mi>σ</mi> <mrow class="MJX-TeXAtom-ORD"> <mn>1</mn> </mrow> </msub> </mrow> </msubsup> <mrow class="MJX-TeXAtom-ORD"> <mi mathvariant="bold">A</mi> </mrow> <mo stretchy="false">(</mo> <msub> <mi>σ</mi> <mrow class="MJX-TeXAtom-ORD"> <mn>2</mn> </mrow> </msub> <mo stretchy="false">)</mo> <mspace width="thinmathspace" /> <mi>d</mi> <msub> <mi>σ</mi> <mrow class="MJX-TeXAtom-ORD"> <mn>2</mn> </mrow> </msub> <mspace width="thinmathspace" /> <mi>d</mi> <msub> <mi>σ</mi> <mrow class="MJX-TeXAtom-ORD"> <mn>1</mn> </mrow> </msub> </mtd> </mtr> <mtr> <mtd /> <mtd> <mi></mi> <mo>+</mo> <msubsup> <mo>∫</mo> <mrow class="MJX-TeXAtom-ORD"> <mi>τ</mi> </mrow> <mrow class="MJX-TeXAtom-ORD"> <mi>t</mi> </mrow> </msubsup> <mrow class="MJX-TeXAtom-ORD"> <mi mathvariant="bold">A</mi> </mrow> <mo stretchy="false">(</mo> <msub> <mi>σ</mi> <mrow class="MJX-TeXAtom-ORD"> <mn>1</mn> </mrow> </msub> <mo stretchy="false">)</mo> <msubsup> <mo>∫</mo> <mrow class="MJX-TeXAtom-ORD"> <mi>τ</mi> </mrow> <mrow class="MJX-TeXAtom-ORD"> <msub> <mi>σ</mi> <mrow class="MJX-TeXAtom-ORD"> <mn>1</mn> </mrow> </msub> </mrow> </msubsup> <mrow class="MJX-TeXAtom-ORD"> <mi mathvariant="bold">A</mi> </mrow> <mo stretchy="false">(</mo> <msub> <mi>σ</mi> <mrow class="MJX-TeXAtom-ORD"> <mn>2</mn> </mrow> </msub> <mo stretchy="false">)</mo> <msubsup> <mo>∫</mo> <mrow class="MJX-TeXAtom-ORD"> <mi>τ</mi> </mrow> <mrow class="MJX-TeXAtom-ORD"> <msub> <mi>σ</mi> <mrow class="MJX-TeXAtom-ORD"> <mn>2</mn> </mrow> </msub> </mrow> </msubsup> <mrow class="MJX-TeXAtom-ORD"> <mi mathvariant="bold">A</mi> </mrow> <mo stretchy="false">(</mo> <msub> <mi>σ</mi> <mrow class="MJX-TeXAtom-ORD"> <mn>3</mn> </mrow> </msub> <mo stretchy="false">)</mo> <mspace width="thinmathspace" /> <mi>d</mi> <msub> <mi>σ</mi> <mrow class="MJX-TeXAtom-ORD"> <mn>3</mn> </mrow> </msub> <mspace width="thinmathspace" /> <mi>d</mi> <msub> <mi>σ</mi> <mrow class="MJX-TeXAtom-ORD"> <mn>2</mn> </mrow> </msub> <mspace width="thinmathspace" /> <mi>d</mi> <msub> <mi>σ</mi> <mrow class="MJX-TeXAtom-ORD"> <mn>1</mn> </mrow> </msub> </mtd> </mtr> <mtr> <mtd /> <mtd> <mi></mi> <mo>+</mo> <mo>⋯</mo> </mtd> </mtr> </mtable> </mrow> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle {\begin{aligned}\mathbf {\Phi } (t,\tau )=\mathbf {I} &+\int _{\tau }^{t}\mathbf {A} (\sigma _{1})\,d\sigma _{1}\\&+\int _{\tau }^{t}\mathbf {A} (\sigma _{1})\int _{\tau }^{\sigma _{1}}\mathbf {A} (\sigma _{2})\,d\sigma _{2}\,d\sigma _{1}\\&+\int _{\tau }^{t}\mathbf {A} (\sigma _{1})\int _{\tau }^{\sigma _{1}}\mathbf {A} (\sigma _{2})\int _{\tau }^{\sigma _{2}}\mathbf {A} (\sigma _{3})\,d\sigma _{3}\,d\sigma _{2}\,d\sigma _{1}\\&+\cdots \end{aligned}}}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/0566ffa09f6d81ed1de63685cf323e732a1e2096" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -10.338ex; width:59.264ex; height:21.843ex;" alt="{\displaystyle {\begin{aligned}\mathbf {\Phi } (t,\tau )=\mathbf {I} &+\int _{\tau }^{t}\mathbf {A} (\sigma _{1})\,d\sigma _{1}\\&+\int _{\tau }^{t}\mathbf {A} (\sigma _{1})\int _{\tau }^{\sigma _{1}}\mathbf {A} (\sigma _{2})\,d\sigma _{2}\,d\sigma _{1}\\&+\int _{\tau }^{t}\mathbf {A} (\sigma _{1})\int _{\tau }^{\sigma _{1}}\mathbf {A} (\sigma _{2})\int _{\tau }^{\sigma _{2}}\mathbf {A} (\sigma _{3})\,d\sigma _{3}\,d\sigma _{2}\,d\sigma _{1}\\&+\cdots \end{aligned}}}"></span></dd></dl> <p>where <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle \mathbf {I} }"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mrow class="MJX-TeXAtom-ORD"> <mi mathvariant="bold">I</mi> </mrow> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle \mathbf {I} }</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/8a458c8aeb096ce732abf346ae8edf3e4f53a126" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.338ex; width:1.014ex; height:2.176ex;" alt="{\displaystyle \mathbf {I} }"></span> is the <a href="/wiki/Identity_matrix" title="Identity matrix">identity matrix</a>. This matrix converges uniformly and absolutely to a solution that exists and is unique.<sup id="cite_ref-rugh_2-1" class="reference"><a href="#cite_note-rugh-2"><span class="cite-bracket">[</span>2<span class="cite-bracket">]</span></a></sup> The series has a formal sum that can be written as </p> <dl><dd><span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle \mathbf {\Phi } (t,\tau )=\exp {\mathcal {T}}\int _{\tau }^{t}\mathbf {A} (\sigma )\,d\sigma }"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mrow class="MJX-TeXAtom-ORD"> <mi mathvariant="bold">Φ</mi> </mrow> <mo stretchy="false">(</mo> <mi>t</mi> <mo>,</mo> <mi>τ</mi> <mo stretchy="false">)</mo> <mo>=</mo> <mi>exp</mi> <mo>⁡</mo> <mrow class="MJX-TeXAtom-ORD"> <mrow class="MJX-TeXAtom-ORD"> <mi class="MJX-tex-caligraphic" mathvariant="script">T</mi> </mrow> </mrow> <msubsup> <mo>∫</mo> <mrow class="MJX-TeXAtom-ORD"> <mi>τ</mi> </mrow> <mrow class="MJX-TeXAtom-ORD"> <mi>t</mi> </mrow> </msubsup> <mrow class="MJX-TeXAtom-ORD"> <mi mathvariant="bold">A</mi> </mrow> <mo stretchy="false">(</mo> <mi>σ</mi> <mo stretchy="false">)</mo> <mspace width="thinmathspace" /> <mi>d</mi> <mi>σ</mi> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle \mathbf {\Phi } (t,\tau )=\exp {\mathcal {T}}\int _{\tau }^{t}\mathbf {A} (\sigma )\,d\sigma }</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/b2f6eaf943418d896fdf3954770b09f8bfedaa08" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -2.338ex; width:27.945ex; height:6.176ex;" alt="{\displaystyle \mathbf {\Phi } (t,\tau )=\exp {\mathcal {T}}\int _{\tau }^{t}\mathbf {A} (\sigma )\,d\sigma }"></span></dd></dl> <p>where <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle {\mathcal {T}}}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mrow class="MJX-TeXAtom-ORD"> <mrow class="MJX-TeXAtom-ORD"> <mi class="MJX-tex-caligraphic" mathvariant="script">T</mi> </mrow> </mrow> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle {\mathcal {T}}}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/8236d074e42310f5dc24d1d2b5b8f5981c3e87ba" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.338ex; width:1.936ex; height:2.343ex;" alt="{\displaystyle {\mathcal {T}}}"></span> is the <a href="/wiki/Time-ordering" class="mw-redirect" title="Time-ordering">time-ordering</a> operator, used to ensure that the repeated <a href="/wiki/Product_integral" title="Product integral">product integral</a> is in proper order. The <a href="/wiki/Magnus_expansion" title="Magnus expansion">Magnus expansion</a> provides a means for evaluating this product. </p> <div class="mw-heading mw-heading2"><h2 id="Other_properties">Other properties</h2><span class="mw-editsection"><span class="mw-editsection-bracket">[</span><a href="/w/index.php?title=State-transition_matrix&action=edit&section=3" title="Edit section: Other properties"><span>edit</span></a><span class="mw-editsection-bracket">]</span></span></div> <p>The state transition matrix <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle \mathbf {\Phi } }"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mrow class="MJX-TeXAtom-ORD"> <mi mathvariant="bold">Φ</mi> </mrow> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle \mathbf {\Phi } }</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/37cfff5df56d78e6da30d00326ba5dbda3cad202" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.338ex; width:1.931ex; height:2.176ex;" alt="{\displaystyle \mathbf {\Phi } }"></span> satisfies the following relationships. These relationships are generic to the <a href="/wiki/Product_integral" title="Product integral">product integral</a>. </p><p>1. It is continuous and has continuous derivatives. </p><p>2, It is never singular; in fact <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle \mathbf {\Phi } ^{-1}(t,\tau )=\mathbf {\Phi } (\tau ,t)}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <msup> <mrow class="MJX-TeXAtom-ORD"> <mi mathvariant="bold">Φ</mi> </mrow> <mrow class="MJX-TeXAtom-ORD"> <mo>−</mo> <mn>1</mn> </mrow> </msup> <mo stretchy="false">(</mo> <mi>t</mi> <mo>,</mo> <mi>τ</mi> <mo stretchy="false">)</mo> <mo>=</mo> <mrow class="MJX-TeXAtom-ORD"> <mi mathvariant="bold">Φ</mi> </mrow> <mo stretchy="false">(</mo> <mi>τ</mi> <mo>,</mo> <mi>t</mi> <mo stretchy="false">)</mo> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle \mathbf {\Phi } ^{-1}(t,\tau )=\mathbf {\Phi } (\tau ,t)}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/b3d36a0c85f0c8bcc400b032a282eca315abce2d" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.838ex; width:19.063ex; height:3.176ex;" alt="{\displaystyle \mathbf {\Phi } ^{-1}(t,\tau )=\mathbf {\Phi } (\tau ,t)}"></span> and <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle \mathbf {\Phi } ^{-1}(t,\tau )\mathbf {\Phi } (t,\tau )=\mathbf {I} }"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <msup> <mrow class="MJX-TeXAtom-ORD"> <mi mathvariant="bold">Φ</mi> </mrow> <mrow class="MJX-TeXAtom-ORD"> <mo>−</mo> <mn>1</mn> </mrow> </msup> <mo stretchy="false">(</mo> <mi>t</mi> <mo>,</mo> <mi>τ</mi> <mo stretchy="false">)</mo> <mrow class="MJX-TeXAtom-ORD"> <mi mathvariant="bold">Φ</mi> </mrow> <mo stretchy="false">(</mo> <mi>t</mi> <mo>,</mo> <mi>τ</mi> <mo stretchy="false">)</mo> <mo>=</mo> <mrow class="MJX-TeXAtom-ORD"> <mi mathvariant="bold">I</mi> </mrow> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle \mathbf {\Phi } ^{-1}(t,\tau )\mathbf {\Phi } (t,\tau )=\mathbf {I} }</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/74c57ea53de7e301d0bcb03ecdbd571242ca480b" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.838ex; width:20.077ex; height:3.176ex;" alt="{\displaystyle \mathbf {\Phi } ^{-1}(t,\tau )\mathbf {\Phi } (t,\tau )=\mathbf {I} }"></span>, where <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle \mathbf {I} }"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mrow class="MJX-TeXAtom-ORD"> <mi mathvariant="bold">I</mi> </mrow> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle \mathbf {I} }</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/8a458c8aeb096ce732abf346ae8edf3e4f53a126" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.338ex; width:1.014ex; height:2.176ex;" alt="{\displaystyle \mathbf {I} }"></span> is the identity matrix. </p><p>3. <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle \mathbf {\Phi } (t,t)=\mathbf {I} }"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mrow class="MJX-TeXAtom-ORD"> <mi mathvariant="bold">Φ</mi> </mrow> <mo stretchy="false">(</mo> <mi>t</mi> <mo>,</mo> <mi>t</mi> <mo stretchy="false">)</mo> <mo>=</mo> <mrow class="MJX-TeXAtom-ORD"> <mi mathvariant="bold">I</mi> </mrow> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle \mathbf {\Phi } (t,t)=\mathbf {I} }</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/bad697057411f77e18da9802e0780c5b53d5fcd5" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.838ex; width:10.566ex; height:2.843ex;" alt="{\displaystyle \mathbf {\Phi } (t,t)=\mathbf {I} }"></span> for all <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle t}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi>t</mi> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle t}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/65658b7b223af9e1acc877d848888ecdb4466560" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.338ex; width:0.84ex; height:2.009ex;" alt="{\displaystyle t}"></span> .<sup id="cite_ref-3" class="reference"><a href="#cite_note-3"><span class="cite-bracket">[</span>3<span class="cite-bracket">]</span></a></sup> </p><p>4. <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle \mathbf {\Phi } (t_{2},t_{1})\mathbf {\Phi } (t_{1},t_{0})=\mathbf {\Phi } (t_{2},t_{0})}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mrow class="MJX-TeXAtom-ORD"> <mi mathvariant="bold">Φ</mi> </mrow> <mo stretchy="false">(</mo> <msub> <mi>t</mi> <mrow class="MJX-TeXAtom-ORD"> <mn>2</mn> </mrow> </msub> <mo>,</mo> <msub> <mi>t</mi> <mrow class="MJX-TeXAtom-ORD"> <mn>1</mn> </mrow> </msub> <mo stretchy="false">)</mo> <mrow class="MJX-TeXAtom-ORD"> <mi mathvariant="bold">Φ</mi> </mrow> <mo stretchy="false">(</mo> <msub> <mi>t</mi> <mrow class="MJX-TeXAtom-ORD"> <mn>1</mn> </mrow> </msub> <mo>,</mo> <msub> <mi>t</mi> <mrow class="MJX-TeXAtom-ORD"> <mn>0</mn> </mrow> </msub> <mo stretchy="false">)</mo> <mo>=</mo> <mrow class="MJX-TeXAtom-ORD"> <mi mathvariant="bold">Φ</mi> </mrow> <mo stretchy="false">(</mo> <msub> <mi>t</mi> <mrow class="MJX-TeXAtom-ORD"> <mn>2</mn> </mrow> </msub> <mo>,</mo> <msub> <mi>t</mi> <mrow class="MJX-TeXAtom-ORD"> <mn>0</mn> </mrow> </msub> <mo stretchy="false">)</mo> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle \mathbf {\Phi } (t_{2},t_{1})\mathbf {\Phi } (t_{1},t_{0})=\mathbf {\Phi } (t_{2},t_{0})}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/d97286a9d118f072cb1fe338784b692529cde0b1" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.838ex; width:28.785ex; height:2.843ex;" alt="{\displaystyle \mathbf {\Phi } (t_{2},t_{1})\mathbf {\Phi } (t_{1},t_{0})=\mathbf {\Phi } (t_{2},t_{0})}"></span> for all <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle t_{0}\leq t_{1}\leq t_{2}}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <msub> <mi>t</mi> <mrow class="MJX-TeXAtom-ORD"> <mn>0</mn> </mrow> </msub> <mo>≤</mo> <msub> <mi>t</mi> <mrow class="MJX-TeXAtom-ORD"> <mn>1</mn> </mrow> </msub> <mo>≤</mo> <msub> <mi>t</mi> <mrow class="MJX-TeXAtom-ORD"> <mn>2</mn> </mrow> </msub> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle t_{0}\leq t_{1}\leq t_{2}}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/2a9d4e27a5410f925ae998e9291d78517e3c2ae7" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.671ex; width:11.878ex; height:2.343ex;" alt="{\displaystyle t_{0}\leq t_{1}\leq t_{2}}"></span>. </p><p>5. It satisfies the differential equation <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle {\frac {\partial \mathbf {\Phi } (t,t_{0})}{\partial t}}=\mathbf {A} (t)\mathbf {\Phi } (t,t_{0})}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mrow class="MJX-TeXAtom-ORD"> <mfrac> <mrow> <mi mathvariant="normal">∂</mi> <mrow class="MJX-TeXAtom-ORD"> <mi mathvariant="bold">Φ</mi> </mrow> <mo stretchy="false">(</mo> <mi>t</mi> <mo>,</mo> <msub> <mi>t</mi> <mrow class="MJX-TeXAtom-ORD"> <mn>0</mn> </mrow> </msub> <mo stretchy="false">)</mo> </mrow> <mrow> <mi mathvariant="normal">∂</mi> <mi>t</mi> </mrow> </mfrac> </mrow> <mo>=</mo> <mrow class="MJX-TeXAtom-ORD"> <mi mathvariant="bold">A</mi> </mrow> <mo stretchy="false">(</mo> <mi>t</mi> <mo stretchy="false">)</mo> <mrow class="MJX-TeXAtom-ORD"> <mi mathvariant="bold">Φ</mi> </mrow> <mo stretchy="false">(</mo> <mi>t</mi> <mo>,</mo> <msub> <mi>t</mi> <mrow class="MJX-TeXAtom-ORD"> <mn>0</mn> </mrow> </msub> <mo stretchy="false">)</mo> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle {\frac {\partial \mathbf {\Phi } (t,t_{0})}{\partial t}}=\mathbf {A} (t)\mathbf {\Phi } (t,t_{0})}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/9353a9d18c530b6d5301381451f72388da837ed1" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -2.005ex; width:24.937ex; height:5.843ex;" alt="{\displaystyle {\frac {\partial \mathbf {\Phi } (t,t_{0})}{\partial t}}=\mathbf {A} (t)\mathbf {\Phi } (t,t_{0})}"></span> with initial conditions <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle \mathbf {\Phi } (t_{0},t_{0})=\mathbf {I} }"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mrow class="MJX-TeXAtom-ORD"> <mi mathvariant="bold">Φ</mi> </mrow> <mo stretchy="false">(</mo> <msub> <mi>t</mi> <mrow class="MJX-TeXAtom-ORD"> <mn>0</mn> </mrow> </msub> <mo>,</mo> <msub> <mi>t</mi> <mrow class="MJX-TeXAtom-ORD"> <mn>0</mn> </mrow> </msub> <mo stretchy="false">)</mo> <mo>=</mo> <mrow class="MJX-TeXAtom-ORD"> <mi mathvariant="bold">I</mi> </mrow> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle \mathbf {\Phi } (t_{0},t_{0})=\mathbf {I} }</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/b5a709e821c4362f7d2b3c67242c16e5702bcd0b" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.838ex; width:12.674ex; height:2.843ex;" alt="{\displaystyle \mathbf {\Phi } (t_{0},t_{0})=\mathbf {I} }"></span>. </p><p>6. The state-transition matrix <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle \mathbf {\Phi } (t,\tau )}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mrow class="MJX-TeXAtom-ORD"> <mi mathvariant="bold">Φ</mi> </mrow> <mo stretchy="false">(</mo> <mi>t</mi> <mo>,</mo> <mi>τ</mi> <mo stretchy="false">)</mo> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle \mathbf {\Phi } (t,\tau )}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/72449d0ca063c8dd1ce3f54ae3b649eda918af57" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.838ex; width:6.816ex; height:2.843ex;" alt="{\displaystyle \mathbf {\Phi } (t,\tau )}"></span>, given by </p> <dl><dd><span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle \mathbf {\Phi } (t,\tau )\equiv \mathbf {U} (t)\mathbf {U} ^{-1}(\tau )}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mrow class="MJX-TeXAtom-ORD"> <mi mathvariant="bold">Φ</mi> </mrow> <mo stretchy="false">(</mo> <mi>t</mi> <mo>,</mo> <mi>τ</mi> <mo stretchy="false">)</mo> <mo>≡</mo> <mrow class="MJX-TeXAtom-ORD"> <mi mathvariant="bold">U</mi> </mrow> <mo stretchy="false">(</mo> <mi>t</mi> <mo stretchy="false">)</mo> <msup> <mrow class="MJX-TeXAtom-ORD"> <mi mathvariant="bold">U</mi> </mrow> <mrow class="MJX-TeXAtom-ORD"> <mo>−</mo> <mn>1</mn> </mrow> </msup> <mo stretchy="false">(</mo> <mi>τ</mi> <mo stretchy="false">)</mo> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle \mathbf {\Phi } (t,\tau )\equiv \mathbf {U} (t)\mathbf {U} ^{-1}(\tau )}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/6379eb52a9a931c2299751230680d591470f9a41" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.838ex; width:22.021ex; height:3.176ex;" alt="{\displaystyle \mathbf {\Phi } (t,\tau )\equiv \mathbf {U} (t)\mathbf {U} ^{-1}(\tau )}"></span></dd></dl> <p>where the <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle n\times n}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi>n</mi> <mo>×</mo> <mi>n</mi> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle n\times n}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/59d2b4cb72e304526cf5b5887147729ea259da78" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.338ex; width:5.63ex; height:1.676ex;" alt="{\displaystyle n\times n}"></span> matrix <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle \mathbf {U} (t)}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mrow class="MJX-TeXAtom-ORD"> <mi mathvariant="bold">U</mi> </mrow> <mo stretchy="false">(</mo> <mi>t</mi> <mo stretchy="false">)</mo> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle \mathbf {U} (t)}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/57eacf7315a9fb17d51b5e08780d61ac0ed9dafa" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.838ex; width:4.706ex; height:2.843ex;" alt="{\displaystyle \mathbf {U} (t)}"></span> is the <a href="/wiki/Fundamental_matrix_(linear_differential_equation)" title="Fundamental matrix (linear differential equation)">fundamental solution matrix</a> that satisfies </p> <dl><dd><span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle {\dot {\mathbf {U} }}(t)=\mathbf {A} (t)\mathbf {U} (t)}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mrow class="MJX-TeXAtom-ORD"> <mrow class="MJX-TeXAtom-ORD"> <mover> <mrow class="MJX-TeXAtom-ORD"> <mi mathvariant="bold">U</mi> </mrow> <mo>˙</mo> </mover> </mrow> </mrow> <mo stretchy="false">(</mo> <mi>t</mi> <mo stretchy="false">)</mo> <mo>=</mo> <mrow class="MJX-TeXAtom-ORD"> <mi mathvariant="bold">A</mi> </mrow> <mo stretchy="false">(</mo> <mi>t</mi> <mo stretchy="false">)</mo> <mrow class="MJX-TeXAtom-ORD"> <mi mathvariant="bold">U</mi> </mrow> <mo stretchy="false">(</mo> <mi>t</mi> <mo stretchy="false">)</mo> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle {\dot {\mathbf {U} }}(t)=\mathbf {A} (t)\mathbf {U} (t)}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/29a2b0183785c40b9bfd401415f7a8fa43c08826" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.838ex; width:17.178ex; height:3.176ex;" alt="{\displaystyle {\dot {\mathbf {U} }}(t)=\mathbf {A} (t)\mathbf {U} (t)}"></span> with initial condition <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle \mathbf {U} (t_{0})=\mathbf {I} }"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mrow class="MJX-TeXAtom-ORD"> <mi mathvariant="bold">U</mi> </mrow> <mo stretchy="false">(</mo> <msub> <mi>t</mi> <mrow class="MJX-TeXAtom-ORD"> <mn>0</mn> </mrow> </msub> <mo stretchy="false">)</mo> <mo>=</mo> <mrow class="MJX-TeXAtom-ORD"> <mi mathvariant="bold">I</mi> </mrow> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle \mathbf {U} (t_{0})=\mathbf {I} }</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/c6df7ad32f93cee1b0dacb9d2eb5822bbd3f84fc" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.838ex; width:9.872ex; height:2.843ex;" alt="{\displaystyle \mathbf {U} (t_{0})=\mathbf {I} }"></span>.</dd></dl> <p>7. Given the state <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle \mathbf {x} (\tau )}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mrow class="MJX-TeXAtom-ORD"> <mi mathvariant="bold">x</mi> </mrow> <mo stretchy="false">(</mo> <mi>τ</mi> <mo stretchy="false">)</mo> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle \mathbf {x} (\tau )}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/d2b95b420c0e5f74d9bd842580d36b6888045ef1" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.838ex; width:4.422ex; height:2.843ex;" alt="{\displaystyle \mathbf {x} (\tau )}"></span> at any time <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle \tau }"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi>τ</mi> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle \tau }</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/38a7dcde9730ef0853809fefc18d88771f95206c" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.338ex; width:1.202ex; height:1.676ex;" alt="{\displaystyle \tau }"></span>, the state at any other time <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle t}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi>t</mi> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle t}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/65658b7b223af9e1acc877d848888ecdb4466560" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.338ex; width:0.84ex; height:2.009ex;" alt="{\displaystyle t}"></span> is given by the mapping </p> <dl><dd><span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle \mathbf {x} (t)=\mathbf {\Phi } (t,\tau )\mathbf {x} (\tau )}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mrow class="MJX-TeXAtom-ORD"> <mi mathvariant="bold">x</mi> </mrow> <mo stretchy="false">(</mo> <mi>t</mi> <mo stretchy="false">)</mo> <mo>=</mo> <mrow class="MJX-TeXAtom-ORD"> <mi mathvariant="bold">Φ</mi> </mrow> <mo stretchy="false">(</mo> <mi>t</mi> <mo>,</mo> <mi>τ</mi> <mo stretchy="false">)</mo> <mrow class="MJX-TeXAtom-ORD"> <mi mathvariant="bold">x</mi> </mrow> <mo stretchy="false">(</mo> <mi>τ</mi> <mo stretchy="false">)</mo> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle \mathbf {x} (t)=\mathbf {\Phi } (t,\tau )\mathbf {x} (\tau )}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/3e0225879caf77779a0a4134bcae6faab5787ab7" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.838ex; width:18.397ex; height:2.843ex;" alt="{\displaystyle \mathbf {x} (t)=\mathbf {\Phi } (t,\tau )\mathbf {x} (\tau )}"></span></dd></dl> <div class="mw-heading mw-heading2"><h2 id="Estimation_of_the_state-transition_matrix">Estimation of the state-transition matrix</h2><span class="mw-editsection"><span class="mw-editsection-bracket">[</span><a href="/w/index.php?title=State-transition_matrix&action=edit&section=4" title="Edit section: Estimation of the state-transition matrix"><span>edit</span></a><span class="mw-editsection-bracket">]</span></span></div> <p>In the <a href="/wiki/Time-invariant" class="mw-redirect" title="Time-invariant">time-invariant</a> case, we can define <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle \mathbf {\Phi } }"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mrow class="MJX-TeXAtom-ORD"> <mi mathvariant="bold">Φ</mi> </mrow> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle \mathbf {\Phi } }</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/37cfff5df56d78e6da30d00326ba5dbda3cad202" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.338ex; width:1.931ex; height:2.176ex;" alt="{\displaystyle \mathbf {\Phi } }"></span>, using the <a href="/wiki/Matrix_exponential" title="Matrix exponential">matrix exponential</a>, as <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle \mathbf {\Phi } (t,t_{0})=e^{\mathbf {A} (t-t_{0})}}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mrow class="MJX-TeXAtom-ORD"> <mi mathvariant="bold">Φ</mi> </mrow> <mo stretchy="false">(</mo> <mi>t</mi> <mo>,</mo> <msub> <mi>t</mi> <mrow class="MJX-TeXAtom-ORD"> <mn>0</mn> </mrow> </msub> <mo stretchy="false">)</mo> <mo>=</mo> <msup> <mi>e</mi> <mrow class="MJX-TeXAtom-ORD"> <mrow class="MJX-TeXAtom-ORD"> <mi mathvariant="bold">A</mi> </mrow> <mo stretchy="false">(</mo> <mi>t</mi> <mo>−</mo> <msub> <mi>t</mi> <mrow class="MJX-TeXAtom-ORD"> <mn>0</mn> </mrow> </msub> <mo stretchy="false">)</mo> </mrow> </msup> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle \mathbf {\Phi } (t,t_{0})=e^{\mathbf {A} (t-t_{0})}}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/714cfd81a4f4dc9387841c4cf73203cf24b5da09" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.838ex; width:17.927ex; height:3.343ex;" alt="{\displaystyle \mathbf {\Phi } (t,t_{0})=e^{\mathbf {A} (t-t_{0})}}"></span>. <sup id="cite_ref-4" class="reference"><a href="#cite_note-4"><span class="cite-bracket">[</span>4<span class="cite-bracket">]</span></a></sup> </p><p>In the <a href="/wiki/Time-variant" class="mw-redirect" title="Time-variant">time-variant</a> case, the state-transition matrix <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle \mathbf {\Phi } (t,t_{0})}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mrow class="MJX-TeXAtom-ORD"> <mi mathvariant="bold">Φ</mi> </mrow> <mo stretchy="false">(</mo> <mi>t</mi> <mo>,</mo> <msub> <mi>t</mi> <mrow class="MJX-TeXAtom-ORD"> <mn>0</mn> </mrow> </msub> <mo stretchy="false">)</mo> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle \mathbf {\Phi } (t,t_{0})}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/a1f8474e032da9fa2af1c58b84e593e24ea59f3f" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.838ex; width:7.508ex; height:2.843ex;" alt="{\displaystyle \mathbf {\Phi } (t,t_{0})}"></span> can be estimated from the solutions of the differential equation <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle {\dot {\mathbf {u} }}(t)=\mathbf {A} (t)\mathbf {u} (t)}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mrow class="MJX-TeXAtom-ORD"> <mrow class="MJX-TeXAtom-ORD"> <mover> <mrow class="MJX-TeXAtom-ORD"> <mi mathvariant="bold">u</mi> </mrow> <mo>˙</mo> </mover> </mrow> </mrow> <mo stretchy="false">(</mo> <mi>t</mi> <mo stretchy="false">)</mo> <mo>=</mo> <mrow class="MJX-TeXAtom-ORD"> <mi mathvariant="bold">A</mi> </mrow> <mo stretchy="false">(</mo> <mi>t</mi> <mo stretchy="false">)</mo> <mrow class="MJX-TeXAtom-ORD"> <mi mathvariant="bold">u</mi> </mrow> <mo stretchy="false">(</mo> <mi>t</mi> <mo stretchy="false">)</mo> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle {\dot {\mathbf {u} }}(t)=\mathbf {A} (t)\mathbf {u} (t)}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/532aa8e71461960c3a6fc9958a2632439479125f" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.838ex; width:16.035ex; height:2.843ex;" alt="{\displaystyle {\dot {\mathbf {u} }}(t)=\mathbf {A} (t)\mathbf {u} (t)}"></span> with initial conditions <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle \mathbf {u} (t_{0})}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mrow class="MJX-TeXAtom-ORD"> <mi mathvariant="bold">u</mi> </mrow> <mo stretchy="false">(</mo> <msub> <mi>t</mi> <mrow class="MJX-TeXAtom-ORD"> <mn>0</mn> </mrow> </msub> <mo stretchy="false">)</mo> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle \mathbf {u} (t_{0})}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/cdd2fb4b04ca512771d7bfddb0dbe5405f9d34ea" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.838ex; width:5.188ex; height:2.843ex;" alt="{\displaystyle \mathbf {u} (t_{0})}"></span> given by <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle [1,\ 0,\ \ldots ,\ 0]^{\mathrm {T} }}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mo stretchy="false">[</mo> <mn>1</mn> <mo>,</mo> <mtext> </mtext> <mn>0</mn> <mo>,</mo> <mtext> </mtext> <mo>…</mo> <mo>,</mo> <mtext> </mtext> <mn>0</mn> <msup> <mo stretchy="false">]</mo> <mrow class="MJX-TeXAtom-ORD"> <mrow class="MJX-TeXAtom-ORD"> <mi mathvariant="normal">T</mi> </mrow> </mrow> </msup> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle [1,\ 0,\ \ldots ,\ 0]^{\mathrm {T} }}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/0f8ee35d8b4abc395d9ca5b020820497beca207d" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.838ex; width:14.541ex; height:3.176ex;" alt="{\displaystyle [1,\ 0,\ \ldots ,\ 0]^{\mathrm {T} }}"></span>, <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle [0,\ 1,\ \ldots ,\ 0]^{\mathrm {T} }}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mo stretchy="false">[</mo> <mn>0</mn> <mo>,</mo> <mtext> </mtext> <mn>1</mn> <mo>,</mo> <mtext> </mtext> <mo>…</mo> <mo>,</mo> <mtext> </mtext> <mn>0</mn> <msup> <mo stretchy="false">]</mo> <mrow class="MJX-TeXAtom-ORD"> <mrow class="MJX-TeXAtom-ORD"> <mi mathvariant="normal">T</mi> </mrow> </mrow> </msup> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle [0,\ 1,\ \ldots ,\ 0]^{\mathrm {T} }}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/d6e1cd3b7d8f8fe926c0f9c2e2c507367936b623" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.838ex; width:14.541ex; height:3.176ex;" alt="{\displaystyle [0,\ 1,\ \ldots ,\ 0]^{\mathrm {T} }}"></span>, ..., <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle [0,\ 0,\ \ldots ,\ 1]^{\mathrm {T} }}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mo stretchy="false">[</mo> <mn>0</mn> <mo>,</mo> <mtext> </mtext> <mn>0</mn> <mo>,</mo> <mtext> </mtext> <mo>…</mo> <mo>,</mo> <mtext> </mtext> <mn>1</mn> <msup> <mo stretchy="false">]</mo> <mrow class="MJX-TeXAtom-ORD"> <mrow class="MJX-TeXAtom-ORD"> <mi mathvariant="normal">T</mi> </mrow> </mrow> </msup> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle [0,\ 0,\ \ldots ,\ 1]^{\mathrm {T} }}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/084a5bfd454781049772c53f4904c61f5f5598b2" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.838ex; width:14.541ex; height:3.176ex;" alt="{\displaystyle [0,\ 0,\ \ldots ,\ 1]^{\mathrm {T} }}"></span>. The corresponding solutions provide the <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle n}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi>n</mi> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle n}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/a601995d55609f2d9f5e233e36fbe9ea26011b3b" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.338ex; width:1.395ex; height:1.676ex;" alt="{\displaystyle n}"></span> columns of matrix <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle \mathbf {\Phi } (t,t_{0})}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mrow class="MJX-TeXAtom-ORD"> <mi mathvariant="bold">Φ</mi> </mrow> <mo stretchy="false">(</mo> <mi>t</mi> <mo>,</mo> <msub> <mi>t</mi> <mrow class="MJX-TeXAtom-ORD"> <mn>0</mn> </mrow> </msub> <mo stretchy="false">)</mo> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle \mathbf {\Phi } (t,t_{0})}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/a1f8474e032da9fa2af1c58b84e593e24ea59f3f" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.838ex; width:7.508ex; height:2.843ex;" alt="{\displaystyle \mathbf {\Phi } (t,t_{0})}"></span>. Now, from property 4, <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle \mathbf {\Phi } (t,\tau )=\mathbf {\Phi } (t,t_{0})\mathbf {\Phi } (\tau ,t_{0})^{-1}}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mrow class="MJX-TeXAtom-ORD"> <mi mathvariant="bold">Φ</mi> </mrow> <mo stretchy="false">(</mo> <mi>t</mi> <mo>,</mo> <mi>τ</mi> <mo stretchy="false">)</mo> <mo>=</mo> <mrow class="MJX-TeXAtom-ORD"> <mi mathvariant="bold">Φ</mi> </mrow> <mo stretchy="false">(</mo> <mi>t</mi> <mo>,</mo> <msub> <mi>t</mi> <mrow class="MJX-TeXAtom-ORD"> <mn>0</mn> </mrow> </msub> <mo stretchy="false">)</mo> <mrow class="MJX-TeXAtom-ORD"> <mi mathvariant="bold">Φ</mi> </mrow> <mo stretchy="false">(</mo> <mi>τ</mi> <mo>,</mo> <msub> <mi>t</mi> <mrow class="MJX-TeXAtom-ORD"> <mn>0</mn> </mrow> </msub> <msup> <mo stretchy="false">)</mo> <mrow class="MJX-TeXAtom-ORD"> <mo>−</mo> <mn>1</mn> </mrow> </msup> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle \mathbf {\Phi } (t,\tau )=\mathbf {\Phi } (t,t_{0})\mathbf {\Phi } (\tau ,t_{0})^{-1}}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/5a08dfe6c48ed2b86425484d43a4f5a71d08411a" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.838ex; width:27.625ex; height:3.176ex;" alt="{\displaystyle \mathbf {\Phi } (t,\tau )=\mathbf {\Phi } (t,t_{0})\mathbf {\Phi } (\tau ,t_{0})^{-1}}"></span> for all <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle t_{0}\leq \tau \leq t}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <msub> <mi>t</mi> <mrow class="MJX-TeXAtom-ORD"> <mn>0</mn> </mrow> </msub> <mo>≤</mo> <mi>τ</mi> <mo>≤</mo> <mi>t</mi> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle t_{0}\leq \tau \leq t}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/290a6e6a2ca9ae7085096cc257710372a3b63260" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.671ex; width:10.132ex; height:2.343ex;" alt="{\displaystyle t_{0}\leq \tau \leq t}"></span>. The state-transition matrix must be determined before analysis on the time-varying solution can continue. </p> <div class="mw-heading mw-heading2"><h2 id="See_also">See also</h2><span class="mw-editsection"><span class="mw-editsection-bracket">[</span><a href="/w/index.php?title=State-transition_matrix&action=edit&section=5" title="Edit section: See also"><span>edit</span></a><span class="mw-editsection-bracket">]</span></span></div> <ul><li><a href="/wiki/Magnus_expansion" title="Magnus expansion">Magnus expansion</a></li> <li><a href="/wiki/Liouville%27s_formula" title="Liouville's formula">Liouville's formula</a></li></ul> <div class="mw-heading mw-heading2"><h2 id="References">References</h2><span class="mw-editsection"><span class="mw-editsection-bracket">[</span><a href="/w/index.php?title=State-transition_matrix&action=edit&section=6" title="Edit section: References"><span>edit</span></a><span class="mw-editsection-bracket">]</span></span></div> <style data-mw-deduplicate="TemplateStyles:r1239543626">.mw-parser-output .reflist{margin-bottom:0.5em;list-style-type:decimal}@media screen{.mw-parser-output .reflist{font-size:90%}}.mw-parser-output .reflist .references{font-size:100%;margin-bottom:0;list-style-type:inherit}.mw-parser-output .reflist-columns-2{column-width:30em}.mw-parser-output .reflist-columns-3{column-width:25em}.mw-parser-output .reflist-columns{margin-top:0.3em}.mw-parser-output .reflist-columns ol{margin-top:0}.mw-parser-output .reflist-columns li{page-break-inside:avoid;break-inside:avoid-column}.mw-parser-output .reflist-upper-alpha{list-style-type:upper-alpha}.mw-parser-output .reflist-upper-roman{list-style-type:upper-roman}.mw-parser-output .reflist-lower-alpha{list-style-type:lower-alpha}.mw-parser-output .reflist-lower-greek{list-style-type:lower-greek}.mw-parser-output .reflist-lower-roman{list-style-type:lower-roman}</style><div class="reflist"> <div class="mw-references-wrap"><ol class="references"> <li id="cite_note-baaschl-1"><span class="mw-cite-backlink"><b><a href="#cite_ref-baaschl_1-0">^</a></b></span> <span class="reference-text"><style data-mw-deduplicate="TemplateStyles:r1238218222">.mw-parser-output cite.citation{font-style:inherit;word-wrap:break-word}.mw-parser-output .citation q{quotes:"\"""\"""'""'"}.mw-parser-output .citation:target{background-color:rgba(0,127,255,0.133)}.mw-parser-output .id-lock-free.id-lock-free a{background:url("//upload.wikimedia.org/wikipedia/commons/6/65/Lock-green.svg")right 0.1em center/9px no-repeat}.mw-parser-output .id-lock-limited.id-lock-limited a,.mw-parser-output .id-lock-registration.id-lock-registration a{background:url("//upload.wikimedia.org/wikipedia/commons/d/d6/Lock-gray-alt-2.svg")right 0.1em center/9px no-repeat}.mw-parser-output .id-lock-subscription.id-lock-subscription a{background:url("//upload.wikimedia.org/wikipedia/commons/a/aa/Lock-red-alt-2.svg")right 0.1em center/9px no-repeat}.mw-parser-output .cs1-ws-icon a{background:url("//upload.wikimedia.org/wikipedia/commons/4/4c/Wikisource-logo.svg")right 0.1em center/12px no-repeat}body:not(.skin-timeless):not(.skin-minerva) .mw-parser-output .id-lock-free a,body:not(.skin-timeless):not(.skin-minerva) .mw-parser-output .id-lock-limited a,body:not(.skin-timeless):not(.skin-minerva) .mw-parser-output .id-lock-registration a,body:not(.skin-timeless):not(.skin-minerva) .mw-parser-output .id-lock-subscription a,body:not(.skin-timeless):not(.skin-minerva) .mw-parser-output .cs1-ws-icon a{background-size:contain;padding:0 1em 0 0}.mw-parser-output .cs1-code{color:inherit;background:inherit;border:none;padding:inherit}.mw-parser-output .cs1-hidden-error{display:none;color:var(--color-error,#d33)}.mw-parser-output .cs1-visible-error{color:var(--color-error,#d33)}.mw-parser-output .cs1-maint{display:none;color:#085;margin-left:0.3em}.mw-parser-output .cs1-kern-left{padding-left:0.2em}.mw-parser-output .cs1-kern-right{padding-right:0.2em}.mw-parser-output .citation .mw-selflink{font-weight:inherit}@media screen{.mw-parser-output .cs1-format{font-size:95%}html.skin-theme-clientpref-night .mw-parser-output .cs1-maint{color:#18911f}}@media screen and (prefers-color-scheme:dark){html.skin-theme-clientpref-os .mw-parser-output .cs1-maint{color:#18911f}}</style><cite id="CITEREFBaakeSchlaegel2011" class="citation journal cs1">Baake, Michael; Schlaegel, Ulrike (2011). "The Peano Baker Series". <i>Proceedings of the Steklov Institute of Mathematics</i>. <b>275</b>: 155–159. <a href="/wiki/Doi_(identifier)" class="mw-redirect" title="Doi (identifier)">doi</a>:<a rel="nofollow" class="external text" href="https://doi.org/10.1134%2FS0081543811080098">10.1134/S0081543811080098</a>. <a href="/wiki/S2CID_(identifier)" class="mw-redirect" title="S2CID (identifier)">S2CID</a> <a rel="nofollow" class="external text" href="https://api.semanticscholar.org/CorpusID:119133539">119133539</a>.</cite><span title="ctx_ver=Z39.88-2004&rft_val_fmt=info%3Aofi%2Ffmt%3Akev%3Amtx%3Ajournal&rft.genre=article&rft.jtitle=Proceedings+of+the+Steklov+Institute+of+Mathematics&rft.atitle=The+Peano+Baker+Series&rft.volume=275&rft.pages=155-159&rft.date=2011&rft_id=info%3Adoi%2F10.1134%2FS0081543811080098&rft_id=https%3A%2F%2Fapi.semanticscholar.org%2FCorpusID%3A119133539%23id-name%3DS2CID&rft.aulast=Baake&rft.aufirst=Michael&rft.au=Schlaegel%2C+Ulrike&rfr_id=info%3Asid%2Fen.wikipedia.org%3AState-transition+matrix" class="Z3988"></span></span> </li> <li id="cite_note-rugh-2"><span class="mw-cite-backlink">^ <a href="#cite_ref-rugh_2-0"><sup><i><b>a</b></i></sup></a> <a href="#cite_ref-rugh_2-1"><sup><i><b>b</b></i></sup></a></span> <span class="reference-text"><link rel="mw-deduplicated-inline-style" href="mw-data:TemplateStyles:r1238218222"><cite id="CITEREFRugh1996" class="citation book cs1">Rugh, Wilson (1996). <i>Linear System Theory</i>. Upper Saddle River, NJ: Prentice Hall. <a href="/wiki/ISBN_(identifier)" class="mw-redirect" title="ISBN (identifier)">ISBN</a> <a href="/wiki/Special:BookSources/0-13-441205-2" title="Special:BookSources/0-13-441205-2"><bdi>0-13-441205-2</bdi></a>.</cite><span title="ctx_ver=Z39.88-2004&rft_val_fmt=info%3Aofi%2Ffmt%3Akev%3Amtx%3Abook&rft.genre=book&rft.btitle=Linear+System+Theory&rft.place=Upper+Saddle+River%2C+NJ&rft.pub=Prentice+Hall&rft.date=1996&rft.isbn=0-13-441205-2&rft.aulast=Rugh&rft.aufirst=Wilson&rfr_id=info%3Asid%2Fen.wikipedia.org%3AState-transition+matrix" class="Z3988"></span></span> </li> <li id="cite_note-3"><span class="mw-cite-backlink"><b><a href="#cite_ref-3">^</a></b></span> <span class="reference-text"><link rel="mw-deduplicated-inline-style" href="mw-data:TemplateStyles:r1238218222"><cite id="CITEREFBrockett1970" class="citation book cs1">Brockett, Roger W. (1970). <i>Finite Dimensional Linear Systems</i>. John Wiley & Sons. <a href="/wiki/ISBN_(identifier)" class="mw-redirect" title="ISBN (identifier)">ISBN</a> <a href="/wiki/Special:BookSources/978-0-471-10585-5" title="Special:BookSources/978-0-471-10585-5"><bdi>978-0-471-10585-5</bdi></a>.</cite><span title="ctx_ver=Z39.88-2004&rft_val_fmt=info%3Aofi%2Ffmt%3Akev%3Amtx%3Abook&rft.genre=book&rft.btitle=Finite+Dimensional+Linear+Systems&rft.pub=John+Wiley+%26+Sons&rft.date=1970&rft.isbn=978-0-471-10585-5&rft.aulast=Brockett&rft.aufirst=Roger+W.&rfr_id=info%3Asid%2Fen.wikipedia.org%3AState-transition+matrix" class="Z3988"></span></span> </li> <li id="cite_note-4"><span class="mw-cite-backlink"><b><a href="#cite_ref-4">^</a></b></span> <span class="reference-text"><link rel="mw-deduplicated-inline-style" href="mw-data:TemplateStyles:r1238218222"><cite id="CITEREFReyneke2012" class="citation journal cs1">Reyneke, Pieter V. (2012). <a rel="nofollow" class="external text" href="http://hrcak.srce.hr/file/138435">"Polynomial Filtering: To any degree on irregularly sampled data"</a>. <i>Automatika</i>. <b>53</b> (4): 382–397. <a href="/wiki/Doi_(identifier)" class="mw-redirect" title="Doi (identifier)">doi</a>:<span class="id-lock-free" title="Freely accessible"><a rel="nofollow" class="external text" href="https://doi.org/10.7305%2Fautomatika.53-4.248">10.7305/automatika.53-4.248</a></span>. <a href="/wiki/Hdl_(identifier)" class="mw-redirect" title="Hdl (identifier)">hdl</a>:<span class="id-lock-free" title="Freely accessible"><a rel="nofollow" class="external text" href="https://hdl.handle.net/2263%2F21017">2263/21017</a></span>. <a href="/wiki/S2CID_(identifier)" class="mw-redirect" title="S2CID (identifier)">S2CID</a> <a rel="nofollow" class="external text" href="https://api.semanticscholar.org/CorpusID:40282943">40282943</a>.</cite><span title="ctx_ver=Z39.88-2004&rft_val_fmt=info%3Aofi%2Ffmt%3Akev%3Amtx%3Ajournal&rft.genre=article&rft.jtitle=Automatika&rft.atitle=Polynomial+Filtering%3A+To+any+degree+on+irregularly+sampled+data&rft.volume=53&rft.issue=4&rft.pages=382-397&rft.date=2012&rft_id=info%3Ahdl%2F2263%2F21017&rft_id=https%3A%2F%2Fapi.semanticscholar.org%2FCorpusID%3A40282943%23id-name%3DS2CID&rft_id=info%3Adoi%2F10.7305%2Fautomatika.53-4.248&rft.aulast=Reyneke&rft.aufirst=Pieter+V.&rft_id=http%3A%2F%2Fhrcak.srce.hr%2Ffile%2F138435&rfr_id=info%3Asid%2Fen.wikipedia.org%3AState-transition+matrix" class="Z3988"></span></span> </li> </ol></div></div> <div class="mw-heading mw-heading2"><h2 id="Further_reading">Further reading</h2><span class="mw-editsection"><span class="mw-editsection-bracket">[</span><a href="/w/index.php?title=State-transition_matrix&action=edit&section=7" title="Edit section: Further reading"><span>edit</span></a><span class="mw-editsection-bracket">]</span></span></div> <ul><li><link rel="mw-deduplicated-inline-style" href="mw-data:TemplateStyles:r1238218222"><cite id="CITEREFBaake,_M.Schlaegel,_U.2011" class="citation journal cs1">Baake, M.; Schlaegel, U. (2011). "The Peano Baker Series". <i>Proceedings of the Steklov Institute of Mathematics</i>. <b>275</b>: 155–159. <a href="/wiki/Doi_(identifier)" class="mw-redirect" title="Doi (identifier)">doi</a>:<a rel="nofollow" class="external text" href="https://doi.org/10.1134%2FS0081543811080098">10.1134/S0081543811080098</a>. <a href="/wiki/S2CID_(identifier)" class="mw-redirect" title="S2CID (identifier)">S2CID</a> <a rel="nofollow" class="external text" href="https://api.semanticscholar.org/CorpusID:119133539">119133539</a>.</cite><span title="ctx_ver=Z39.88-2004&rft_val_fmt=info%3Aofi%2Ffmt%3Akev%3Amtx%3Ajournal&rft.genre=article&rft.jtitle=Proceedings+of+the+Steklov+Institute+of+Mathematics&rft.atitle=The+Peano+Baker+Series&rft.volume=275&rft.pages=155-159&rft.date=2011&rft_id=info%3Adoi%2F10.1134%2FS0081543811080098&rft_id=https%3A%2F%2Fapi.semanticscholar.org%2FCorpusID%3A119133539%23id-name%3DS2CID&rft.au=Baake%2C+M.&rft.au=Schlaegel%2C+U.&rfr_id=info%3Asid%2Fen.wikipedia.org%3AState-transition+matrix" class="Z3988"></span></li> <li><link rel="mw-deduplicated-inline-style" href="mw-data:TemplateStyles:r1238218222"><cite id="CITEREFBrogan,_W.L.1991" class="citation book cs1">Brogan, W.L. (1991). <span class="id-lock-registration" title="Free registration required"><a rel="nofollow" class="external text" href="https://archive.org/details/moderncontrolthe00brog"><i>Modern Control Theory</i></a></span>. Prentice Hall. <a href="/wiki/ISBN_(identifier)" class="mw-redirect" title="ISBN (identifier)">ISBN</a> <a href="/wiki/Special:BookSources/0-13-589763-7" title="Special:BookSources/0-13-589763-7"><bdi>0-13-589763-7</bdi></a>.</cite><span title="ctx_ver=Z39.88-2004&rft_val_fmt=info%3Aofi%2Ffmt%3Akev%3Amtx%3Abook&rft.genre=book&rft.btitle=Modern+Control+Theory&rft.pub=Prentice+Hall&rft.date=1991&rft.isbn=0-13-589763-7&rft.au=Brogan%2C+W.L.&rft_id=https%3A%2F%2Farchive.org%2Fdetails%2Fmoderncontrolthe00brog&rfr_id=info%3Asid%2Fen.wikipedia.org%3AState-transition+matrix" class="Z3988"></span></li></ul> <style data-mw-deduplicate="TemplateStyles:r1235681985">.mw-parser-output .side-box{margin:4px 0;box-sizing:border-box;border:1px solid #aaa;font-size:88%;line-height:1.25em;background-color:var(--background-color-interactive-subtle,#f8f9fa);display:flow-root}.mw-parser-output .side-box-abovebelow,.mw-parser-output .side-box-text{padding:0.25em 0.9em}.mw-parser-output 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navbox-inner" style="border-spacing:0;background:transparent;color:inherit"><tbody><tr><th scope="col" class="navbox-title" colspan="2"><link rel="mw-deduplicated-inline-style" href="mw-data:TemplateStyles:r1129693374"><style data-mw-deduplicate="TemplateStyles:r1239400231">.mw-parser-output .navbar{display:inline;font-size:88%;font-weight:normal}.mw-parser-output .navbar-collapse{float:left;text-align:left}.mw-parser-output .navbar-boxtext{word-spacing:0}.mw-parser-output .navbar ul{display:inline-block;white-space:nowrap;line-height:inherit}.mw-parser-output .navbar-brackets::before{margin-right:-0.125em;content:"[ "}.mw-parser-output .navbar-brackets::after{margin-left:-0.125em;content:" ]"}.mw-parser-output .navbar li{word-spacing:-0.125em}.mw-parser-output .navbar a>span,.mw-parser-output .navbar a>abbr{text-decoration:inherit}.mw-parser-output .navbar-mini abbr{font-variant:small-caps;border-bottom:none;text-decoration:none;cursor:inherit}.mw-parser-output .navbar-ct-full{font-size:114%;margin:0 7em}.mw-parser-output .navbar-ct-mini{font-size:114%;margin:0 4em}html.skin-theme-clientpref-night .mw-parser-output .navbar li a abbr{color:var(--color-base)!important}@media(prefers-color-scheme:dark){html.skin-theme-clientpref-os .mw-parser-output .navbar li a abbr{color:var(--color-base)!important}}@media print{.mw-parser-output .navbar{display:none!important}}</style><div class="navbar plainlinks hlist navbar-mini"><ul><li class="nv-view"><a href="/wiki/Template:Matrix_classes" title="Template:Matrix classes"><abbr title="View this template">v</abbr></a></li><li class="nv-talk"><a href="/wiki/Template_talk:Matrix_classes" title="Template talk:Matrix classes"><abbr title="Discuss this template">t</abbr></a></li><li class="nv-edit"><a href="/wiki/Special:EditPage/Template:Matrix_classes" title="Special:EditPage/Template:Matrix classes"><abbr title="Edit this template">e</abbr></a></li></ul></div><div id="Matrix_classes" style="font-size:114%;margin:0 4em"><a href="/wiki/Matrix_(mathematics)" title="Matrix (mathematics)">Matrix</a> classes</div></th></tr><tr><th scope="row" class="navbox-group" style="width:1%">Explicitly constrained entries</th><td class="navbox-list-with-group navbox-list navbox-odd" style="width:100%;padding:0"><div style="padding:0 0.25em"> <ul><li><a href="/wiki/Alternant_matrix" title="Alternant matrix">Alternant</a></li> <li><a href="/wiki/Anti-diagonal_matrix" title="Anti-diagonal matrix">Anti-diagonal</a></li> <li><a href="/wiki/Skew-Hermitian_matrix" title="Skew-Hermitian matrix">Anti-Hermitian</a></li> <li><a href="/wiki/Skew-symmetric_matrix" title="Skew-symmetric matrix">Anti-symmetric</a></li> <li><a href="/wiki/Arrowhead_matrix" title="Arrowhead matrix">Arrowhead</a></li> <li><a href="/wiki/Band_matrix" title="Band matrix">Band</a></li> <li><a href="/wiki/Bidiagonal_matrix" title="Bidiagonal matrix">Bidiagonal</a></li> <li><a href="/wiki/Bisymmetric_matrix" title="Bisymmetric matrix">Bisymmetric</a></li> <li><a href="/wiki/Block-diagonal_matrix" class="mw-redirect" title="Block-diagonal matrix">Block-diagonal</a></li> <li><a href="/wiki/Block_matrix" title="Block matrix">Block</a></li> <li><a href="/wiki/Block_tridiagonal_matrix" class="mw-redirect" title="Block tridiagonal matrix">Block tridiagonal</a></li> <li><a href="/wiki/Boolean_matrix" title="Boolean matrix">Boolean</a></li> <li><a href="/wiki/Cauchy_matrix" title="Cauchy matrix">Cauchy</a></li> <li><a href="/wiki/Centrosymmetric_matrix" title="Centrosymmetric matrix">Centrosymmetric</a></li> <li><a href="/wiki/Conference_matrix" title="Conference matrix">Conference</a></li> <li><a href="/wiki/Complex_Hadamard_matrix" title="Complex Hadamard matrix">Complex Hadamard</a></li> <li><a href="/wiki/Copositive_matrix" title="Copositive matrix">Copositive</a></li> <li><a href="/wiki/Diagonally_dominant_matrix" title="Diagonally dominant matrix">Diagonally dominant</a></li> <li><a href="/wiki/Diagonal_matrix" title="Diagonal matrix">Diagonal</a></li> <li><a href="/wiki/DFT_matrix" title="DFT matrix">Discrete Fourier Transform</a></li> <li><a href="/wiki/Elementary_matrix" title="Elementary matrix">Elementary</a></li> <li><a href="/wiki/Equivalent_matrix" class="mw-redirect" title="Equivalent matrix">Equivalent</a></li> <li><a href="/wiki/Frobenius_matrix" title="Frobenius matrix">Frobenius</a></li> <li><a href="/wiki/Generalized_permutation_matrix" title="Generalized permutation matrix">Generalized permutation</a></li> <li><a href="/wiki/Hadamard_matrix" title="Hadamard matrix">Hadamard</a></li> <li><a href="/wiki/Hankel_matrix" title="Hankel matrix">Hankel</a></li> <li><a href="/wiki/Hermitian_matrix" title="Hermitian matrix">Hermitian</a></li> <li><a href="/wiki/Hessenberg_matrix" title="Hessenberg matrix">Hessenberg</a></li> <li><a href="/wiki/Hollow_matrix" title="Hollow matrix">Hollow</a></li> <li><a href="/wiki/Integer_matrix" title="Integer matrix">Integer</a></li> <li><a href="/wiki/Logical_matrix" title="Logical matrix">Logical</a></li> <li><a href="/wiki/Matrix_unit" title="Matrix unit">Matrix unit</a></li> <li><a href="/wiki/Metzler_matrix" title="Metzler matrix">Metzler</a></li> <li><a href="/wiki/Moore_matrix" title="Moore matrix">Moore</a></li> <li><a href="/wiki/Nonnegative_matrix" title="Nonnegative matrix">Nonnegative</a></li> <li><a href="/wiki/Pentadiagonal_matrix" class="mw-redirect" title="Pentadiagonal matrix">Pentadiagonal</a></li> <li><a href="/wiki/Permutation_matrix" title="Permutation matrix">Permutation</a></li> <li><a href="/wiki/Persymmetric_matrix" title="Persymmetric matrix">Persymmetric</a></li> <li><a href="/wiki/Polynomial_matrix" title="Polynomial matrix">Polynomial</a></li> <li><a href="/wiki/Quaternionic_matrix" title="Quaternionic matrix">Quaternionic</a></li> <li><a href="/wiki/Signature_matrix" title="Signature matrix">Signature</a></li> <li><a href="/wiki/Skew-Hermitian_matrix" title="Skew-Hermitian matrix">Skew-Hermitian</a></li> <li><a href="/wiki/Skew-symmetric_matrix" title="Skew-symmetric matrix">Skew-symmetric</a></li> <li><a href="/wiki/Skyline_matrix" title="Skyline matrix">Skyline</a></li> <li><a href="/wiki/Sparse_matrix" title="Sparse matrix">Sparse</a></li> <li><a href="/wiki/Sylvester_matrix" title="Sylvester matrix">Sylvester</a></li> <li><a href="/wiki/Symmetric_matrix" title="Symmetric matrix">Symmetric</a></li> <li><a href="/wiki/Toeplitz_matrix" title="Toeplitz matrix">Toeplitz</a></li> <li><a href="/wiki/Triangular_matrix" title="Triangular matrix">Triangular</a></li> <li><a href="/wiki/Tridiagonal_matrix" title="Tridiagonal matrix">Tridiagonal</a></li> <li><a href="/wiki/Vandermonde_matrix" title="Vandermonde matrix">Vandermonde</a></li> <li><a href="/wiki/Walsh_matrix" title="Walsh matrix">Walsh</a></li> <li><a href="/wiki/Z-matrix_(mathematics)" title="Z-matrix (mathematics)">Z</a></li></ul> </div></td></tr><tr><th scope="row" class="navbox-group" style="width:1%">Constant</th><td class="navbox-list-with-group navbox-list navbox-even" style="width:100%;padding:0"><div style="padding:0 0.25em"> <ul><li><a href="/wiki/Exchange_matrix" title="Exchange matrix">Exchange</a></li> <li><a href="/wiki/Hilbert_matrix" title="Hilbert matrix">Hilbert</a></li> <li><a href="/wiki/Identity_matrix" title="Identity matrix">Identity</a></li> <li><a href="/wiki/Lehmer_matrix" title="Lehmer matrix">Lehmer</a></li> <li><a href="/wiki/Matrix_of_ones" title="Matrix of ones">Of ones</a></li> <li><a href="/wiki/Pascal_matrix" title="Pascal matrix">Pascal</a></li> <li><a href="/wiki/Pauli_matrices" title="Pauli matrices">Pauli</a></li> <li><a href="/wiki/Redheffer_matrix" title="Redheffer matrix">Redheffer</a></li> <li><a href="/wiki/Shift_matrix" title="Shift matrix">Shift</a></li> <li><a href="/wiki/Zero_matrix" title="Zero matrix">Zero</a></li></ul> </div></td></tr><tr><th scope="row" class="navbox-group" style="width:1%">Conditions on <a href="/wiki/Eigenvalues_and_eigenvectors" title="Eigenvalues and eigenvectors">eigenvalues or eigenvectors</a></th><td class="navbox-list-with-group navbox-list navbox-odd" style="width:100%;padding:0"><div style="padding:0 0.25em"> <ul><li><a href="/wiki/Companion_matrix" title="Companion matrix">Companion</a></li> <li><a href="/wiki/Convergent_matrix" title="Convergent matrix">Convergent</a></li> <li><a href="/wiki/Defective_matrix" title="Defective matrix">Defective</a></li> <li><a href="/wiki/Definite_matrix" title="Definite matrix">Definite</a></li> <li><a href="/wiki/Diagonalizable_matrix" title="Diagonalizable matrix">Diagonalizable</a></li> <li><a href="/wiki/Hurwitz-stable_matrix" title="Hurwitz-stable matrix">Hurwitz-stable</a></li> <li><a href="/wiki/Positive-definite_matrix" class="mw-redirect" title="Positive-definite matrix">Positive-definite</a></li> <li><a href="/wiki/Stieltjes_matrix" title="Stieltjes matrix">Stieltjes</a></li></ul> </div></td></tr><tr><th scope="row" class="navbox-group" style="width:1%">Satisfying conditions on <a href="/wiki/Matrix_product" class="mw-redirect" title="Matrix product">products</a> or <a href="/wiki/Inverse_of_a_matrix" class="mw-redirect" title="Inverse of a matrix">inverses</a></th><td class="navbox-list-with-group navbox-list navbox-even" style="width:100%;padding:0"><div style="padding:0 0.25em"> <ul><li><a href="/wiki/Matrix_congruence" title="Matrix congruence">Congruent</a></li> <li><a href="/wiki/Idempotent_matrix" title="Idempotent matrix">Idempotent</a> or <a href="/wiki/Projection_(linear_algebra)" title="Projection (linear algebra)">Projection</a></li> <li><a href="/wiki/Invertible_matrix" title="Invertible matrix">Invertible</a></li> <li><a href="/wiki/Involutory_matrix" title="Involutory matrix">Involutory</a></li> <li><a href="/wiki/Nilpotent_matrix" title="Nilpotent matrix">Nilpotent</a></li> <li><a href="/wiki/Normal_matrix" title="Normal matrix">Normal</a></li> <li><a href="/wiki/Orthogonal_matrix" title="Orthogonal matrix">Orthogonal</a></li> <li><a href="/wiki/Unimodular_matrix" title="Unimodular matrix">Unimodular</a></li> <li><a href="/wiki/Unipotent" title="Unipotent">Unipotent</a></li> <li><a href="/wiki/Unitary_matrix" title="Unitary matrix">Unitary</a></li> <li><a href="/wiki/Totally_unimodular_matrix" class="mw-redirect" title="Totally unimodular matrix">Totally unimodular</a></li> <li><a href="/wiki/Weighing_matrix" title="Weighing matrix">Weighing</a></li></ul> </div></td></tr><tr><th scope="row" class="navbox-group" style="width:1%">With specific applications</th><td class="navbox-list-with-group navbox-list navbox-odd" style="width:100%;padding:0"><div style="padding:0 0.25em"> <ul><li><a href="/wiki/Adjugate_matrix" title="Adjugate matrix">Adjugate</a></li> <li><a href="/wiki/Alternating_sign_matrix" title="Alternating sign matrix">Alternating sign</a></li> <li><a href="/wiki/Augmented_matrix" title="Augmented matrix">Augmented</a></li> <li><a href="/wiki/B%C3%A9zout_matrix" title="Bézout matrix">Bézout</a></li> <li><a href="/wiki/Carleman_matrix" title="Carleman matrix">Carleman</a></li> <li><a href="/wiki/Cartan_matrix" title="Cartan matrix">Cartan</a></li> <li><a href="/wiki/Circulant_matrix" title="Circulant matrix">Circulant</a></li> <li><a href="/wiki/Cofactor_matrix" class="mw-redirect" title="Cofactor matrix">Cofactor</a></li> <li><a href="/wiki/Commutation_matrix" title="Commutation matrix">Commutation</a></li> <li><a href="/wiki/Confusion_matrix" title="Confusion matrix">Confusion</a></li> <li><a href="/wiki/Coxeter_matrix" class="mw-redirect" title="Coxeter matrix">Coxeter</a></li> <li><a href="/wiki/Distance_matrix" title="Distance matrix">Distance</a></li> <li><a href="/wiki/Duplication_and_elimination_matrices" title="Duplication and elimination matrices">Duplication and elimination</a></li> <li><a href="/wiki/Euclidean_distance_matrix" title="Euclidean distance matrix">Euclidean distance</a></li> <li><a href="/wiki/Fundamental_matrix_(linear_differential_equation)" title="Fundamental matrix (linear differential equation)">Fundamental (linear differential equation)</a></li> <li><a href="/wiki/Generator_matrix" title="Generator matrix">Generator</a></li> <li><a href="/wiki/Gram_matrix" title="Gram matrix">Gram</a></li> <li><a href="/wiki/Hessian_matrix" title="Hessian matrix">Hessian</a></li> <li><a href="/wiki/Householder_transformation" title="Householder transformation">Householder</a></li> <li><a href="/wiki/Jacobian_matrix_and_determinant" title="Jacobian matrix and determinant">Jacobian</a></li> <li><a href="/wiki/Moment_matrix" title="Moment matrix">Moment</a></li> <li><a href="/wiki/Payoff_matrix" class="mw-redirect" title="Payoff matrix">Payoff</a></li> <li><a href="/wiki/Pick_matrix" class="mw-redirect" title="Pick matrix">Pick</a></li> <li><a href="/wiki/Random_matrix" title="Random matrix">Random</a></li> <li><a href="/wiki/Rotation_matrix" title="Rotation matrix">Rotation</a></li> <li><a href="/wiki/Routh%E2%80%93Hurwitz_matrix" title="Routh–Hurwitz matrix">Routh-Hurwitz</a></li> <li><a href="/wiki/Seifert_matrix" class="mw-redirect" title="Seifert matrix">Seifert</a></li> <li><a href="/wiki/Shear_matrix" class="mw-redirect" title="Shear matrix">Shear</a></li> <li><a href="/wiki/Similarity_matrix" class="mw-redirect" title="Similarity matrix">Similarity</a></li> <li><a href="/wiki/Symplectic_matrix" title="Symplectic matrix">Symplectic</a></li> <li><a href="/wiki/Totally_positive_matrix" title="Totally positive matrix">Totally positive</a></li> <li><a href="/wiki/Transformation_matrix" title="Transformation matrix">Transformation</a></li></ul> </div></td></tr><tr><th scope="row" class="navbox-group" style="width:1%">Used in <a href="/wiki/Statistics" title="Statistics">statistics</a></th><td class="navbox-list-with-group navbox-list navbox-even" style="width:100%;padding:0"><div style="padding:0 0.25em"> <ul><li><a href="/wiki/Centering_matrix" title="Centering matrix">Centering</a></li> <li><a href="/wiki/Correlation_matrix" class="mw-redirect" title="Correlation matrix">Correlation</a></li> <li><a href="/wiki/Covariance_matrix" title="Covariance matrix">Covariance</a></li> <li><a href="/wiki/Design_matrix" title="Design matrix">Design</a></li> <li><a href="/wiki/Doubly_stochastic_matrix" title="Doubly stochastic matrix">Doubly stochastic</a></li> <li><a href="/wiki/Fisher_information_matrix" class="mw-redirect" title="Fisher information matrix">Fisher information</a></li> <li><a href="/wiki/Projection_matrix" title="Projection matrix">Hat</a></li> <li><a href="/wiki/Precision_(statistics)" title="Precision (statistics)">Precision</a></li> <li><a href="/wiki/Stochastic_matrix" title="Stochastic matrix">Stochastic</a></li> <li><a href="/wiki/Stochastic_matrix" title="Stochastic matrix">Transition</a></li></ul> </div></td></tr><tr><th scope="row" class="navbox-group" style="width:1%">Used in <a href="/wiki/Graph_theory" title="Graph theory">graph theory</a></th><td class="navbox-list-with-group navbox-list navbox-odd" style="width:100%;padding:0"><div style="padding:0 0.25em"> <ul><li><a href="/wiki/Adjacency_matrix" title="Adjacency matrix">Adjacency</a></li> <li><a href="/wiki/Biadjacency_matrix" class="mw-redirect" title="Biadjacency matrix">Biadjacency</a></li> <li><a href="/wiki/Degree_matrix" title="Degree matrix">Degree</a></li> <li><a href="/wiki/Edmonds_matrix" title="Edmonds matrix">Edmonds</a></li> <li><a href="/wiki/Incidence_matrix" title="Incidence matrix">Incidence</a></li> <li><a href="/wiki/Laplacian_matrix" title="Laplacian matrix">Laplacian</a></li> <li><a href="/wiki/Seidel_adjacency_matrix" title="Seidel adjacency matrix">Seidel adjacency</a></li> <li><a href="/wiki/Tutte_matrix" title="Tutte matrix">Tutte</a></li></ul> </div></td></tr><tr><th scope="row" class="navbox-group" style="width:1%">Used in science and engineering</th><td class="navbox-list-with-group navbox-list navbox-even" style="width:100%;padding:0"><div style="padding:0 0.25em"> <ul><li><a href="/wiki/Cabibbo%E2%80%93Kobayashi%E2%80%93Maskawa_matrix" title="Cabibbo–Kobayashi–Maskawa matrix">Cabibbo–Kobayashi–Maskawa</a></li> <li><a href="/wiki/Density_matrix" title="Density matrix">Density</a></li> <li><a href="/wiki/Fundamental_matrix_(computer_vision)" title="Fundamental matrix (computer vision)">Fundamental (computer vision)</a></li> <li><a href="/wiki/Fuzzy_associative_matrix" title="Fuzzy associative matrix">Fuzzy associative</a></li> <li><a href="/wiki/Gamma_matrices" title="Gamma matrices">Gamma</a></li> <li><a href="/wiki/Gell-Mann_matrices" title="Gell-Mann matrices">Gell-Mann</a></li> <li><a href="/wiki/Hamiltonian_matrix" title="Hamiltonian matrix">Hamiltonian</a></li> <li><a href="/wiki/Irregular_matrix" title="Irregular matrix">Irregular</a></li> <li><a href="/wiki/Overlap_matrix" class="mw-redirect" title="Overlap matrix">Overlap</a></li> <li><a href="/wiki/S-matrix" title="S-matrix">S</a></li> <li><a class="mw-selflink selflink">State transition</a></li> <li><a href="/wiki/Substitution_matrix" title="Substitution matrix">Substitution</a></li> <li><a href="/wiki/Z-matrix_(chemistry)" title="Z-matrix (chemistry)">Z (chemistry)</a></li></ul> </div></td></tr><tr><th scope="row" class="navbox-group" style="width:1%">Related terms</th><td class="navbox-list-with-group navbox-list navbox-odd" style="width:100%;padding:0"><div style="padding:0 0.25em"> <ul><li><a href="/wiki/Jordan_normal_form" title="Jordan normal form">Jordan normal form</a></li> <li><a href="/wiki/Linear_independence" title="Linear independence">Linear independence</a></li> <li><a href="/wiki/Matrix_exponential" title="Matrix exponential">Matrix exponential</a></li> <li><a href="/wiki/Matrix_representation_of_conic_sections" title="Matrix representation of conic sections">Matrix representation of conic sections</a></li> <li><a href="/wiki/Perfect_matrix" title="Perfect matrix">Perfect matrix</a></li> <li><a href="/wiki/Pseudoinverse" class="mw-redirect" title="Pseudoinverse">Pseudoinverse</a></li> <li><a href="/wiki/Row_echelon_form" title="Row echelon form">Row echelon form</a></li> <li><a href="/wiki/Wronskian" title="Wronskian">Wronskian</a></li></ul> </div></td></tr><tr><td class="navbox-abovebelow" colspan="2"><div> <ul><li><b><span class="nowrap"><span class="noviewer" typeof="mw:File"><a href="/wiki/File:Nuvola_apps_edu_mathematics_blue-p.svg" class="mw-file-description"><img alt="icon" src="//upload.wikimedia.org/wikipedia/commons/thumb/3/3e/Nuvola_apps_edu_mathematics_blue-p.svg/16px-Nuvola_apps_edu_mathematics_blue-p.svg.png" decoding="async" width="16" height="16" class="mw-file-element" srcset="//upload.wikimedia.org/wikipedia/commons/thumb/3/3e/Nuvola_apps_edu_mathematics_blue-p.svg/24px-Nuvola_apps_edu_mathematics_blue-p.svg.png 1.5x, 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State-transition matrix - Wikipedia