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Introduction to Mathematical Systems Theory

Discrete Time Linear Systems, Control and Identification

Paperback Engels 2021 2e druk 9783030596521
Verwachte levertijd ongeveer 9 werkdagen

Samenvatting

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.

Specificaties

ISBN13:9783030596521
Taal:Engels
Bindwijze:paperback
Uitgever:Springer International Publishing
Druk:2

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Inhoudsopgave

Preface.- Dynamical Systems.- Input-Output Systems.- State Space Models.- Stability.- Optimal Control.- Stochastic Systems.- Filtering and Prediction.- Stochastic Control.- System Identification.- Cycles and Trends.- Further Developments.

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        Introduction to Mathematical Systems Theory