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Computing the Matrix Exponential The Cayley-Hamilton Method
The matrix exponential eAt forms the basis for the homogeneous (unforced) and the forced response of LTI systems. We consider here a method of determining eAt based on the the Cayley-Hamiton theorem. Consider a square matrix A with dimension n and with a characteristic polynomial ¢(s) = jsI¡Aj = sn +cn¡1sn¡1 +:::+c0;
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