ENGLISH

Introduction to Mathematical Systems Theory: Linear Systems, Identification and Control

By Christiaan Heij , André C.M. Ran , F. van Schagen

Book information

Publisher
Birkhäuser Basel
Year
2006
ISBN
9783764375485, 3-7643-7548-5
Open Library ID
OL9091065M
Language
english
Format
PDF
Filesize
1 MB (1398938 bytes)
Edition
1
Pages
169\169
Time added
2010-04-25 21:59:20

Description

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. Exercises using MATLAB, presented on an accompanying CD, enhance the main concepts and techniques in the text.

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