Introduction to Mathematical Systems Theory Linear Systems, Identification and Control

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, re...

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Bibliographic Details
Main Authors: Heij, Christiaan, Ran, André C.M. (Author), van Schagen, F. (Author)
Format: eBook
Language:English
Published: Basel Birkhäuser 2007, 2007
Edition:1st ed. 2007
Subjects:
Online Access:
Collection: Springer eBooks 2005- - Collection details see MPG.ReNa
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505 0 |a 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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520 |a 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