Title: Introduction to Mathematical Systems Theory: Discrete Time Linear Systems, Control and Identification
Publisher: Birkh�user
Publication Date: 2021
Language: English
ISBN 10: 3030596524
ISBN 13: 9783030596521
Binding: Soft cover
Edition: 2nd Edition
Condition: New

About this title

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.

About the Author

Christiaan Heij is assistant professor at the Erasmus University in Rotterdam

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

Freek van Schagen is visiting fellow at the Vrije Universiteit Amsterdam

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