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Introduction to Mathematical Systems Theory : Discrete Time Linear Systems, Control and Identification / / by Christiaan Heij, André C.M. Ran, Frederik van Schagen



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Autore: Heij C. Visualizza persona
Titolo: Introduction to Mathematical Systems Theory : Discrete Time Linear Systems, Control and Identification / / by Christiaan Heij, André C.M. Ran, Frederik van Schagen Visualizza cluster
Pubblicazione: Cham : , : Springer International Publishing : , : Imprint : Birkhäuser, , 2021
Edizione: 2nd ed. 2021.
Descrizione fisica: 1 online resource (199 pages)
Disciplina: 003
Soggetto topico: System theory
Control theory
Mathematics
Probabilities
Mathematics - Data processing
Systems Theory, Control
Applications of Mathematics
Probability Theory
Computational Science and Engineering
Persona (resp. second.): RanAndre C. M.
SchagenFrederik van
Nota di contenuto: Preface -- Dynamical Systems -- Input-Output Systems -- State Space Models -- Stability -- Optimal Control -- Stochastic Systems -- Filtering and Prediction -- Stochastic Control -- System Identification -- Cycles and Trends -- Further Developments.
Sommario/riassunto: 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 are now available on the Springer Link's book website.
Titolo autorizzato: Introduction to mathematical systems theory  Visualizza cluster
ISBN: 3-030-59654-0
Formato: Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione: Inglese
Record Nr.: 9910484927803321
Lo trovi qui: Univ. Federico II
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Serie: Mathematics and Statistics Series