Convolution integral with matrices
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Hey everybody! My question is quite simple I guess:
I would like to perform the following convolution integral (written in latex form for the sake of clarity):
I would like to compute this WITHOUT symbolic functions.
So far, this is what I've done:
T = 0:0.01:20 % Assume 20 seconds of simulation.
% Compute the values of expm(A) and B*u for each time step ---------
for i=1:length(T)
tt=t(i);
E(:,:,i) = expm(A*tt);
U(:,i) = B*u(tt);
end
nu = size(A,2); % Assume that A is 2x2.
result2 = 0;
for j=1:nu
AA=squeeze(A(:,j,:));
result2 = result2 + median(diff(T))*conv2(AA,B(j,:),'full');
end
This obtained result is not correct, and I'm struggling to find why.
Thanks!
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