Introduction to Mathematical Systems Theory

Discrete Time Linear Systems, Control and Identification

By: Andre C.M. Ran, Frederik van Schagen, Christiaan Heij

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Paperback | 18 February 2021 | Edition Number 2

At a Glance

Paperback
208 Pages

Edition Type
Revised

Dimensions(cm)
24.0 x 16.8 x 1.12

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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, 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.

Industry Reviews

"The book is very interesting for, as well older years students and, as well, for researchers, who want to have a compendium in control of dynamical systems. ... The book is very well writen, contains a lot of examples, which help its understanding and may also be of the great value for the users." (Krzysztof GaÅkowski, zbMATH 1461.93001, 2021)

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