Cover image for Introduction to mathematical systems theory : linear systems, identification and control
Title:
Introduction to mathematical systems theory : linear systems, identification and control
Personal Author:
Publication Information:
Basel, Switzerland : Birkh�auser Basel, 2007
Physical Description:
vii, 166 p. : ill. ; 24 cm. + 1 CD-ROM
ISBN:
9783764375485
General Note:
Accompanied by CD-ROM : CP 014524

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30000010178991 QA402 H44 2007 Open Access Book Book
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Summary

Summary

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.


Table of Contents

Preface
Dynamical Systems
Input-Output-Systems
State Space Models
Stability
Optimal Control
Stochastic Systems
Filtering and Prediction
Stochastic Control
System Identification
Cycles and Trends
Bibliography
Index