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

Christiaan Heij,Andr� C.M. Ran,Frederik van Schagen

ISBN 10: 3030596524 / ISBN 13: 9783030596521

Published by Birkh�user 2021-02-18, 2021

About this Item

Seller Inventory # 6666-IUK-9783030596521

Bibliographic Details

• Title: Introduction to Mathematical Systems Theory: Discrete Time Linear Systems, Control and Identification
• Publisher: Birkh�user 2021-02-18
• Publication Date: 2021
• Language: English
• ISBN 10: 3030596524
• ISBN 13: 9783030596521
• Binding: Paperback
• 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

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

Freek van Schagen is visiting fellow at the Vrije Universiteit Amsterdam