Christiaan Heij, André C.M. Ran, F. van Schagen

Introduction to Mathematical Systems Theory

Linear Systems, Identification and Control

• Broschiertes Buch

Produktbeschreibung

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.

Produktdetails

• Verlag: Birkhäuser Basel / Springer, Basel
• Seitenzahl: 166
• Erscheinungstermin: Oktober 2006
• Englisch
• Abmessung: 11mm x 172mm x 240mm
• Gewicht: 388g
• ISBN-13: 9783764375485
• ISBN-10: 3764375485
• Artikelnr.: 20754615

Autorenporträt

The purpose of this book is to provide 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. Finally, attention is paid to modeling, time series analysis and model specification, along with model validation.

Inhaltsangabe

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.

Rezensionen

From the reviews:

"It is very impressive that in Introduction to Mathematical Systems Theory, Linear Systems, Identification and Control, the authors have covered almost all aspects ... and with all theorems presented in the book rigorously proven. ... This book is closely connected with teaching students in the areas of business mathematics and computer science, econometrics, and mathematics. ... this book is an excellent textbook for students from those areas. ... this book may still serve as a good reference for engineering students." (Han-Fu Chen, IEEE Control Systems Magazine, Vol. 28, December, 2008)