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

Heij, Christiaan; Ran, André C.M.; Van Schagen, Frederik

 
9783030596521: Introduction to Mathematical Systems Theory: Discrete Time Linear Systems, Control and Identification
Softcover
ISBN 10: 3030596524 ISBN 13: 9783030596521
Publisher: Birkhäuser, 2021

Synopsis

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 stochastic 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.

"synopsis" may belong to another edition of this title.

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

From the Back Cover

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 stochastic 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 are now available on the Springer Link's book website..

"About this title" may belong to another edition of this title.

Publisher
Birkhäuser
Publication date
2021
Language
English
ISBN 10 
3030596524
ISBN 13 
9783030596521
Binding
Paperback
Edition number
2
Number of pages
204