Numerical integration of differential equation in state-space form

620 Views Asked by At

I'm using numerical integration methods like Explicit/Implicit Euler, Runge-Kutta to solve a system of linear ordinary differential equations in state-space representation $\dot{x}=A\,x + B\,u$. I have already done some basic calculations with these methods as a system of differential equations and in matrix form. I have found this question Solving a matrix differential equation using Runge-Kutta methods with a great answer. But I want to go more deeply into the theory. Can anyone recommend a textbook or paper that explains these numerical methods in combination with state-space representation? I'm doing a time simulation of an electric circuit in Matlab script.