Introduction to Mathematical Systems Theory: Linear Systems, Identification and Control by AndrГ© C.M. Ran, Christiaan Heij, F. van Schagen

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



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




Introduction to Mathematical Systems Theory: Linear Systems, Identification and Control AndrГ© C.M. Ran, Christiaan Heij, F. van Schagen
Language: English
Page: 169
Format: pdf
ISBN: 3764375485, 9783764375485
Publisher:

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

From the Back Cover

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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