Introduction to Mathematical Systems Theory E-Book

Christiaan Heij

• Herausgeber: Springer Basel
• Kategorie: Fachliteratur
• Sprache: Englisch

Veröffentlichungsjahr: 2006

Beschreibung

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.