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Birkhäuser
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Introduction to Mathematical Systems Theory

Discrete Time Linear Systems, Control and Identification

  • Textbook
  • © 2021

Overview

  • Treats the standard topics of introductory courses in linear systems and control theory
  • Provides exercises on SpringerLink
  • Grown out of more than fifteen years of lecturing

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Table of contents (11 chapters)

Keywords

About this book

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.



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 Gałkowski, zbMATH 1461.93001, 2021)

Authors and Affiliations

  • Department of Econometrics, Erasmus University Rotterdam, Rotterdam, The Netherlands

    Christiaan Heij

  • Department of Mathematics, Vrije Universiteit, Amsterdam, The Netherlands

    André C.M. Ran, Frederik van Schagen

About the authors

Christiaan Heij is assistant professor at the Erasmus University in Rotterdam

André C. M. Ran is full professor at the Vrije Universiteit Amsterdam


Freek van Schagen is visiting fellow at the Vrije Universiteit Amsterdam

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