Introduction to mathematical systems theory : discrete time linear systems, control and identification / Christiaan Heij, Andre C.M. Ran, Frederik van Schagen.
2021
QA402 .H45 2021
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Title
Introduction to mathematical systems theory : discrete time linear systems, control and identification / Christiaan Heij, Andre C.M. Ran, Frederik van Schagen.
Author
Edition
Second edition.
ISBN
9783030596545 (electronic book)
3030596540 (electronic book)
9783030596538 (print)
3030596532
3030596524
9783030596521
3030596540 (electronic book)
9783030596538 (print)
3030596532
3030596524
9783030596521
Published
Cham, Switzerland : Springer, [2021]
Language
English
Description
1 online resource (ix, 195 pages)
Item Number
10.1007/978-3-030-59654-5 doi
Call Number
QA402 .H45 2021
Dewey Decimal Classification
003.74
Summary
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.
Bibliography, etc. Note
Includes bibliographical references and index.
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text file
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Source of Description
Online resource; title from digital title page (viewed on April 01, 2021).
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Table of Contents
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.
Input-Output Systems
State Space Models
Stability
Optimal Control
Stochastic Systems
Filtering and Prediction
Stochastic Control
System Identification
Cycles and Trends
Further Developments.