Introduction to Mathematical Systems Theory

Christiaan Heij

ISBN 10: 3030596524 / ISBN 13: 9783030596521

Editore: Springer International Publishing, Springer International Publishing Feb 2021, 2021

Riguardo questo articolo

Neuware -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.Springer Basel AG in Springer Science + Business Media, Heidelberger Platz 3, 14197 Berlin 208 pp. Englisch.

Codice articolo 9783030596521

Dati bibliografici

• Titolo: Introduction to Mathematical Systems Theory
• Editore: Springer International Publishing, Springer International Publishing Feb 2021
• Data di pubblicazione: 2021
• Lingua: Inglese
• ISBN 10: 3030596524
• ISBN 13: 9783030596521
• Rilegatura: Taschenbuch
• Edizione: seconda edizione
• Condizione: Neu
• Dimensioni: 240 L x 168 A x 12 P (millimetri) 240 millimetri di larghezza per 168 millimetri di altezza per 12 millimetri di profondità
• Peso: 358 grammi

Descrizione articolo

Riassunto

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 is now available on the Springer Link's book website.

Informazioni sull?autore

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