Introduction to Mathematical Systems Theory

Linear Systems, Identification and Control
2007
ISBN: 978-3-7643-7548-5
Verlag: Springer

Buch, Englisch, 166 Seiten, Paperback, Format (B × H): 170 mm x 244 mm, Gewicht: 322 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. 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.

Zielgruppe

Graduate

Autoren/Hrsg.

Heij, Christiaan

Ran, André C. M.

Schagen, F. van

Fachgebiete

• Technische Wissenschaften Technik Allgemein Computeranwendungen in der Technik
• Mathematik | Informatik EDV | Informatik Informatik
• Mathematik | Informatik EDV | Informatik Angewandte Informatik Computeranwendungen in Wissenschaft & Technologie
• Mathematik | Informatik Mathematik Stochastik Wahrscheinlichkeitsrechnung
• Mathematik | Informatik EDV | Informatik Professionelle Anwendung Computer-Aided Design (CAD)
• Mathematik | Informatik Mathematik Stochastik Mathematische Statistik
• Mathematik | Informatik Mathematik Mathematik Allgemein Grundlagen der Mathematik
• Mathematik | Informatik Mathematik Mathematische Analysis Variationsrechnung
• Mathematik | Informatik Mathematik Numerik und Wissenschaftliches Rechnen Angewandte Mathematik, Mathematische Modelle

Inhaltsverzeichnis

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.