Hi,

In the manual section 20.3, there’s an example of solving a linear ODE with the Matrix Exponential method. The example is of the type: `dx/dt = Ax`

, where `x`

is a vector of state variables, and `A`

holds the parameters to be estimated (describing the dynamics of the state space model).

In Stan, can a linear ODE with an input vector be solved with Matrix Exponential as well? That’s a linear ODE of the type: `dx/dt = Ax + Bu`

, where `u`

is the input vector (holding data) and B is a matrix of parameters describing how the input signals (`u`

) are entering the system.

Regards,

Lukas Lundström