Periodic Systems gives a comprehensive treatment of the theory of time-varying dynamical systems with periodic coefficients, with special focus on the problems of filtering and control.
Topics covered include:
. basic issues like Floquet theory, controllability and observability, canonical decomposition, system norms and Lyapunov and robust stability;
. the problem of state estimation in its various forms, filtering, prediction and smoothing;
. control design methods, particularly optimal and robust control.
The text focuses on discrete-time signals and systems; however, an overview of the entire field, including the continuous-time case, is provided in the first chapter. The authors' presentation of the theory and results is mathematically rigorous while maintaining a readable style, avoiding excessive formalism. This makes the book accessible to graduate students and researchers from the fields of engineering, physics, economics and mathematics.
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