Introduction to Mathematical Systems Theory

Heij Christiaan

ISBN 10: 3764375485 / ISBN 13: 9783764375485

Editore: Springer, 2006

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pp. viii + 166.

Codice articolo 18288002

Dati bibliografici

• Titolo: Introduction to Mathematical Systems Theory
• Editore: Springer
• Data di pubblicazione: 2006
• Lingua: Inglese
• ISBN 10: 3764375485
• ISBN 13: 9783764375485
• Rilegatura: Brossura
• Condizione: New

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. 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.

Dalla quarta di copertina

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.