Introduction to Mathematical Systems Theory: Discrete Time Linear Systems, Control and Identification
This book provides an introduction to the theory of linear systems and control for students in business mathematics, econometrics, computer science, and engineering. The focus is on discrete time systems, which are the most relevant in business applications, as opposed to continuous time systems, requiring less mathematical preliminaries. The subjects treated are among the central topics of deterministic linear system theory: controllability, observability, realization theory, stability and stabilization by feedback, LQ-optimal control theory. Kalman filtering and LQC-control of shastic systems are also discussed, as are modeling, time series analysis and model specification, along with model validation.

This second edition has been updated and slightly expanded. In addition, supplementary material containing the exercises is now available on the Springer Link's book website.

1137498949
Introduction to Mathematical Systems Theory: Discrete Time Linear Systems, Control and Identification
This book provides an introduction to the theory of linear systems and control for students in business mathematics, econometrics, computer science, and engineering. The focus is on discrete time systems, which are the most relevant in business applications, as opposed to continuous time systems, requiring less mathematical preliminaries. The subjects treated are among the central topics of deterministic linear system theory: controllability, observability, realization theory, stability and stabilization by feedback, LQ-optimal control theory. Kalman filtering and LQC-control of shastic systems are also discussed, as are modeling, time series analysis and model specification, along with model validation.

This second edition has been updated and slightly expanded. In addition, supplementary material containing the exercises is now available on the Springer Link's book website.

49.99 In Stock
Introduction to Mathematical Systems Theory: Discrete Time Linear Systems, Control and Identification

Introduction to Mathematical Systems Theory: Discrete Time Linear Systems, Control and Identification

Introduction to Mathematical Systems Theory: Discrete Time Linear Systems, Control and Identification
Add to Wishlist
Introduction to Mathematical Systems Theory: Discrete Time Linear Systems, Control and Identification

Introduction to Mathematical Systems Theory: Discrete Time Linear Systems, Control and Identification

Overview

This book provides an introduction to the theory of linear systems and control for students in business mathematics, econometrics, computer science, and engineering. The focus is on discrete time systems, which are the most relevant in business applications, as opposed to continuous time systems, requiring less mathematical preliminaries. The subjects treated are among the central topics of deterministic linear system theory: controllability, observability, realization theory, stability and stabilization by feedback, LQ-optimal control theory. Kalman filtering and LQC-control of shastic systems are also discussed, as are modeling, time series analysis and model specification, along with model validation.

This second edition has been updated and slightly expanded. In addition, supplementary material containing the exercises is now available on the Springer Link's book website.

Product Details

ISBN-13: 9783030596521
Publisher: Springer International Publishing
Publication date: 02/18/2021
Edition description: 2nd ed. 2021
Pages: 195
Product dimensions: 6.61(w) x 9.45(h) x (d)

About the Author

Christiaan Heij is assistant professor at the Erasmus University in Rotterdam

André C. M. Ran is full professor at the Vrije Universiteit Amsterdam

Freek van Schagen is visiting fellow at the Vrije Universiteit Amsterdam

Table of Contents

Preface.- Dynamical Systems.- Input-Output Systems.- State Space Models.- Stability.- Optimal Control.- Shastic Systems.- Filtering and Prediction.- Shastic Control.- System Identification.- Cycles and Trends.- Further Developments.
From the B&N Reads Blog
Page 1 of

Related Subjects

Science & Technology
Theories of Science
System Theory
Science & Technology
Theories of Science
System Theory

Customer Reviews