Introduction to Mathematical Systems Theory

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Sprache: Englisch

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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, 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.

This second edition has been updated and slightly expanded. In addition, supplementary material containing the exercises is now available on the Springer Link's book website.

Über den Autor

Christiaan Heij is assistant professor at the Erasmus University in RotterdamAndré C. M. Ran is full professor at the Vrije Universiteit AmsterdamFreek van Schagen is visiting fellow at the Vrije Universiteit Amsterdam

Zusammenfassung

Treats the standard topics of introductory courses in linear systems and control theory

Provides exercises on SpringerLink

Grown out of more than fifteen years of lecturing

Inhaltsverzeichnis

Preface.- 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.

Details

Erscheinungsjahr:	2021
Fachbereich:	Allgemeines
Genre:	Mathematik
Rubrik:	Naturwissenschaften & Technik
Medium:	Taschenbuch
Inhalt:	ix 195 S. 8 s/w Illustr. 2 farbige Illustr. 195 p. 10 illus. 2 illus. in color.
ISBN-13:	9783030596521
ISBN-10:	3030596524
Sprache:	Englisch
Ausstattung / Beilage:	Paperback
Einband:	Kartoniert / Broschiert
Autor:	Heij, Christiaan Schagen, Frederik van Ran, André C. M.
Auflage:	2nd ed. 2021
Hersteller:	Springer International Publishing Springer International Publishing AG
Maße:	240 x 168 x 12 mm
Von/Mit:	Christiaan Heij (u. a.)
Erscheinungsdatum:	18.02.2021
Gewicht:	0,358 kg

Artikel-ID: 118908205