Introduction to Mathematical Systems Theory
Discrete Time Linear Systems, Control and Identification
Authors: Heij, Christiaan, Ran, André C.M., van Schagen, Frederik
Free Preview- 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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- About this Textbook
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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. - About the authors
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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
- Table of contents (11 chapters)
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Dynamical Systems
Pages 1-10
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Input-Output Systems
Pages 11-25
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State Space Models
Pages 27-48
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Stability
Pages 49-64
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Optimal Control
Pages 65-80
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Table of contents (11 chapters)
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Bibliographic Information
- Bibliographic Information
-
- Book Title
- Introduction to Mathematical Systems Theory
- Book Subtitle
- Discrete Time Linear Systems, Control and Identification
- Authors
-
- Christiaan Heij
- André C.M. Ran
- Frederik van Schagen
- Copyright
- 2021
- Publisher
- Birkhäuser Basel
- Copyright Holder
- Springer Nature Switzerland AG
- eBook ISBN
- 978-3-030-59654-5
- DOI
- 10.1007/978-3-030-59654-5
- Softcover ISBN
- 978-3-030-59652-1
- Edition Number
- 2
- Number of Pages
- IX, 195
- Number of Illustrations
- 8 b/w illustrations, 2 illustrations in colour
- Topics