Calculates an LTI state-trajectory


x = ltiitr(A,B,u,w,x0)


In its most general setting, this function iterates the state equation of an linear time-inavriant (LTI) system. It computes the state x(k) for k = 1,2,...,N satisfying the LTI state equation:

$$ x(k+1) = Ax(k) + Bx(k) + w(k) $$

This function is used internally by dfunlti, dac2b, dac2bd, dinit and dltisim. It is not meant for stand-alone use.


A is an LTI state-transition matrix of size n x n

B is an LTI input matrix of size n x m.

u is a N x m matrix containing N samples of the m inputs.

w is a (optional) N x n matrix containing the process noise.

x0 is the (optional) initial state, an n x 1 vector.


x is the computed state, an N x n matrix.


A direct iteration of the system's state-transition equation is used to obtain the state-trajectory for all time-instants.

Used By

dfunlti, dac2b, dac2bd, dinit, dltisim

See Also

dfunlti, dac2b, dac2bd, dinit, dltisim