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

Introduction to Mathematical Systems Theory (eBook, PDF)

Discrete Time Linear Systems, Control and Identification

• Format: PDF

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, 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 are now available on the Springer Link's book website..

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Produktdetails

• Verlag: Springer Nature Switzerland
• Seitenzahl: 195
• Erscheinungstermin: 17. Februar 2021
• Englisch
• ISBN-13: 9783030596545
• Artikelnr.: 62299663

Autorenporträt

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

Inhaltsangabe

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.

Rezensionen

"The book is very interesting for, as well older years students and, as well, for researchers, who want to have a compendium in control of dynamical systems. ... The book is very well writen, contains a lot of examples, which help its understanding and may also be of the great value for the users." (Krzysztof Galkowski, zbMATH 1461.93001, 2021)