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An efficient algorithm for the computation of the integral of the state transition matrix over the interval 0, T₁ is developed, It is assumed that there exists some T such that the state transition matrix and the integral of the state transition matrix can be computed as accurately as required over the interval 0, T.
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John C. Johnson
Louisiana State University Agricultural Center
Chris Phillips
University of Alabama in Huntsville
IEEE Transactions on Automatic Control
Auburn University
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Johnson et al. (Thu,) studied this question.
synapsesocial.com/papers/6a1bc9dd69a4af5b15a900f2 — DOI: https://doi.org/10.1109/tac.1971.1099689
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