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Introduction to mathematical systems theory
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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.
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Introduction to mathematical systems theory, Christiaan Heij
- Language
- Released
- 2006
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- Title
- Introduction to mathematical systems theory
- Language
- English
- Authors
- Christiaan Heij
- Publisher
- Birkhäuser
- Released
- 2006
- Format
- Paperback
- ISBN10
- 3764375485
- ISBN13
- 9783764375485
- Category
- Computers, IT, Programming
- 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. 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.