Discretizing continuous-time linear systems typically requires numerical integration. This document presents a convenient method for discretizing the dynamics, input, and process noise state-space matrices of a continuous-time linear system using a single matrix exponential.
@article{arxiv.2505.18187,
title = {Discretization of Linear Systems using the Matrix Exponential},
author = {Steven Dahdah and James Richard Forbes},
journal= {arXiv preprint arXiv:2505.18187},
year = {2025}
}