Titel: Introduction to Mathematical Systems Theory: Discrete Time Linear Systems, Control and Identification
Verlag: Birkhauser
Ver�ffentlichungsdatum: 2021
Sprache: Englisch
ISBN-10: 3030596524
ISBN-13: 9783030596521
Bindung: Paperback
Ausgabe: 2. Auflage
Zustand: Brand New

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Inhaltsangabe

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.

�ber die Autorin bzw. den Autor

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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