| Dewey Class |
003 |
| Title |
Introduction to Mathematical Systems Theory ([EBook] :) : Discrete Time Linear Systems, Control and Identification / / by Christiaan Heij, André C.M. Ran, Frederik van Schagen. |
| Author |
Heij, Christiaan |
| Added Personal Name |
Ran, André C.M. |
| van Schagen, Frederik |
| Other name(s) |
SpringerLink (Online service) |
| Edition statement |
2nd ed. 2021. |
| Publication |
Cham : : Springer International Publishing : : Imprint: Birkhäuser, , 2021. |
| Physical Details |
IX, 195 p. 10 illus., 2 illus. in color. : online resource. |
| ISBN |
9783030596545 |
| Summary Note |
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 are now available on the Springer Link's book website.: |
| Contents note |
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. |
| Mode of acces to digital resource |
Mode of access: World Wide Web. System requirements: Internet Explorer 6.0 (or higher) or Firefox 2.0 (or higher). Available as searchable text in PDF format. |
| System details note |
Online access to this digital book is restricted to subscription institutions through IP address (only for SISSA internal users). |
| Internet Site |
https://doi.org/10.1007/978-3-030-59654-5 |
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