Introduction to Mathematical Systems Theory

Linear Systems, Identification and Control

  • Christiaan Heij
  • André Ran
  • Freek van Schagen

Table of contents

  1. Front Matter
    Pages i-ix
  2. Pages 1-9
  3. Pages 11-23
  4. Pages 25-37
  5. Pages 39-52
  6. Pages 53-66
  7. Pages 67-82
  8. Pages 101-114
  9. Pages 115-132
  10. Pages 133-149
  11. Pages 151-159
  12. Back Matter
    Pages 161-166

About this book

Introduction

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.

Keywords

Time series computer computer science model modeling stability systems theory

Authors and affiliations

  • Christiaan Heij
    • 1
  • André Ran
    • 2
  • Freek van Schagen
    • 2
  1. 1.Econometric Institute Faculty of EconomicsErasmus University RotterdamRotterdamThe Netherlands
  2. 2.Department of Mathematics Faculty of Exact SciencesVrije Universiteit AmserdamAmsterdamThe Netherlands

Bibliographic information

  • DOI https://doi.org/10.1007/978-3-7643-7549-2
  • Copyright Information Birkhäuser Verlag 2007
  • Publisher Name Birkhäuser Basel
  • eBook Packages Mathematics and Statistics
  • Print ISBN 978-3-7643-7548-5
  • Online ISBN 978-3-7643-7549-2
  • About this book