computing finite time grammian

Question

0 个投票

Hi When I am trying to find finite grammian I getting the following error:

-----------------------------------------------------
>>integral(f,0,1)
Matrix dimensions must agree.
Error in @(tau)expm(A.*tau)*(b*b')*expm(A'.*tau)
Error in integralCalc/iterateScalarValued (line 314)
                fx = FUN(t);
Error in integralCalc/vadapt (line 132)
            [q,errbnd] = iterateScalarValued(u,tinterval,pathlen);
Error in integralCalc (line 75)
        [q,errbnd] = vadapt(@AtoBInvTransform,interval);
Error in integral (line 88)
Q = integralCalc(fun,a,b,opstruct);
 
________________________________________
My A=[-1/2 0;0 -1]
b=[1;1]
f = @(tau) expm(A.*tau)*(b*b')*expm(A'.*tau)