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Introduction to Mathematical Systems Theory Linear Systems, Identification and Control

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ISBN-10: 3764375485

ISBN-13: 9783764375485

Edition: 2007

Authors: Christiaan Heij, Andr� C. M. Ran, F. van Schagen

List price: $59.95
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Description:

The purpose of this book is to provide an introduction to the theory of linear systems and control for students in business mathematics, econometrics, computer science, and engineering. The subjects treatednbsp;are for one the central topics from deterministic linear system theory, i.e. controllability, observability, realization theory, stability and stabilization by feedback, LQ-optimal control theory. Kalman filtering and LQC-control of stochastic systems are also discussed. Finally, attention is paid to modelling,nbsp;e.g. time series analysis and model specification, along with model validation. All topics in the book are supported by exercises requiring the use of Matlab, which…    
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Book details

List price: $59.95
Copyright year: 2007
Publisher: Birkhauser Boston
Binding: Paperback
Pages: 166
Size: 6.75" wide x 9.25" long x 0.25" tall
Weight: 0.880
Language: English

Preface
Dynamical Systems
Input-Output-Systems
State Space Models
Stability
Optimal Control
Stochastic Systems
Filtering and Prediction
Stochastic Control
System Identification
Cycles and Trends
Bibliography
Index