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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.
Nákup knihy
Introduction to mathematical systems theory, Christiaan Heij
- Jazyk
- Rok vydania
- 2006
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- Titul
- Introduction to mathematical systems theory
- Jazyk
- anglicky
- Autori
- Christiaan Heij
- Vydavateľ
- Birkhäuser
- Rok vydania
- 2006
- Väzba
- mäkká
- ISBN10
- 3764375485
- ISBN13
- 9783764375485
- Kategórie
- Počítače, IT, programovanie
- Anotácia
- 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.