Introduction to Mathematical Systems Theory

Christiaan Heij & André C.M. Ran

Christiaan Heij & André C.M. Ran
Introduction to Mathematical Systems Theory [PDF ebook]
Linear Systems, Identification and Control

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Copertina di Christiaan Heij & André C.M. Ran: Introduction to Mathematical Systems Theory (PDF)

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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Tabella dei contenuti

Dynamical Systems.- Input-Output Systems.- State Space Models.- Stability.- Optimal Control.- Stochastic Systems.- Filtering and Prediction.- Stochastic Control.- System Identification.- Cycles and Trends.- Further Developments.

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Lingua Inglese ● Formato PDF ● Pagine 166 ● ISBN 9783764375492 ● Casa editrice Springer Basel ● Città Basel ● Paese CH ● Pubblicato 2006 ● Scaricabile 24 mesi ● Moneta EUR ● ID 5092292 ● Protezione dalla copia Adobe DRM

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