Authors:
- Focus on discrete time systems, which are the most relevant in business applications, as opposed to continuous time systems, requiring less mathematical preliminaries
- Attention to modelling of time series
- Tools for dynamic analysis used to support decisions in business and government policy
- Includes supplementary material: sn.pub/extras
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Table of contents (11 chapters)
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Front Matter
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Back Matter
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.
Reviews
From the reviews:
“It is very impressive that in Introduction to Mathematical Systems Theory, Linear Systems, Identification and Control, the authors have covered almost all aspects … and with all theorems presented in the book rigorously proven. … This book is closely connected with teaching students in the areas of business mathematics and computer science, econometrics, and mathematics. … this book is an excellent textbook for students from those areas. … this book may still serve as a good reference for engineering students.” (Han-Fu Chen, IEEE Control Systems Magazine, Vol. 28, December, 2008)
Authors and Affiliations
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Econometric Institute Faculty of Economics, Erasmus University Rotterdam, Rotterdam, The Netherlands
Christiaan Heij
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Department of Mathematics Faculty of Exact Sciences, Vrije Universiteit Amserdam, Amsterdam, The Netherlands
André Ran, Freek Schagen
Bibliographic Information
Book Title: Introduction to Mathematical Systems Theory
Book Subtitle: Linear Systems, Identification and Control
Authors: Christiaan Heij, André Ran, Freek Schagen
DOI: https://doi.org/10.1007/978-3-7643-7549-2
Publisher: Birkhäuser Basel
eBook Packages: Mathematics and Statistics, Mathematics and Statistics (R0)
Copyright Information: Birkhäuser Basel 2007
eBook ISBN: 978-3-7643-7549-2
Edition Number: 1
Number of Pages: IX, 166
Topics: Systems Theory, Control, Applications of Mathematics, Probability Theory and Stochastic Processes, Computational Science and Engineering