Eikonal Blog

2010.01.28

The Trotter Formula

Filed under: mathematics — Tags: — sandokan65 @ 17:02

e^{t(A+B)} = \lim_{m\rightarrow \infty} \left(e^{\frac{t}{m}A}e^{\frac{t}{m}B}\right)^m.


Source: T1269 = A.N.Richmond “Expansion for the exponential of a sum of matrices”; Int. Journal of Control (issue and year unknown).

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