Introduction to mathematical systems theory : discrete time linear systems, control and identification / Christiaan Heij, Andre C.M. Ran, Frederik van Schagen.
Heij, C., author.; Ran, A. C. M. (André C. M.), 1956- author.; Schagen, Frederik van, 1944- author.
2021
QA402 .H45 2021
Available Online

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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 Heij, C., author.
Edition Second edition.
ISBN 9783030596545 (electronic book)
3030596540 (electronic book)
9783030596538 (print)
3030596532
3030596524
9783030596521
DOI https://doi.org/10.1007/978-3-030-59654-5
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.
Access Note Access limited to authorized users.
Digital File Characteristics text file
PDF
Source of Description Online resource; title from digital title page (viewed on April 01, 2021).
Added Author Ran, A. C. M. (André C. M.), 1956- author.
Schagen, Frederik van, 1944- author.
Available in Other Form Introduction to mathematical systems theory.
Linked Resources Online Access
Record Appears in Online Resources > Ebooks
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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.

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