Mathematics for AI and Machine Learning

Foundations for modern AI and machine learning

State-Space Model

Chapter 20 Mathematics for AI

Chapter 20: ODE, SDE, and Continuous Limits of Algorithms — State-Space Models

From the book

Chapter 20: ODE, SDE, and Continuous Limits of Algorithms. In the chapter mind map this icon labels State-Space Models. The discussion below is excerpted and lightly edited from § State-Space Models in Mathematics for AI and Machine Learning.

Many dynamical systems—from physical systems to modern sequence models—can be described as linear state-space models. These provide a bridge between continuous-time differential equations and discrete-time algorithms.

What this drawing shows

What you see. $u(t) \to [A,B] \to [C,D] \to y(t)$ blocks fixed; input signal pulse propagates through the state-space diagram.

In the mind map. Chapter 20 — State-Space Models. See From the book above for definitions, figures, and worked examples.

Where to read next

Open Chapter 20 companion →

Read the full definitions, figures, and worked examples in Chapter 20: ODE, SDE, and Continuous Limits of Algorithms — see the mind-map node State-Space Models.

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