Introduction to Mathematical Systems Theory

Christiaan Heij

ISBN 10: 3764375485 / ISBN 13: 9783764375485

Published by Springer, 2006

About this Item

pp. viii + 166 1st Edition.

Seller Inventory # 26288008

Bibliographic Details

• Title: Introduction to Mathematical Systems Theory
• Publisher: Springer
• Publication Date: 2006
• Language: English
• ISBN 10: 3764375485
• ISBN 13: 9783764375485
• Binding: Soft cover
• 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. 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.

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.