Introduction to Mathematical Systems Theory

Discrete Time Linear Systems, Control and Identification
2. Auflage 2021
ISBN: 978-3-030-59652-1
Verlag: Birkhäuser

Buch, Englisch, 195 Seiten, Format (B × H): 168 mm x 240 mm, Gewicht: 358 g

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.

Zielgruppe

Graduate

Autoren/Hrsg.

Heij, Christiaan

Ran, André C. M.

Schagen, Frederik van

Fachgebiete

• Mathematik | Informatik Mathematik Stochastik Stochastische Prozesse
• Mathematik | Informatik Mathematik Numerik und Wissenschaftliches Rechnen Angewandte Mathematik, Mathematische Modelle
• Mathematik | Informatik Mathematik Mathematik Interdisziplinär Systemtheorie
• Mathematik | Informatik Mathematik Stochastik Wahrscheinlichkeitsrechnung

Inhaltsverzeichnis

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.

Über Autor(innen)

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