Introduction to Mathematical Systems Theory Linear Systems, Identification and Control

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, re...

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Bibliographic Details
Main Authors: Heij, Christiaan. author (author), Ran, André C.M. author, van Schagen, F. author
Format: eBook
Language:Inglés
Published: Basel : Birkhäuser Basel 2007.
Edition:1st ed. 2007.
Subjects:
See on Biblioteca Universitat Ramon Llull:https://discovery.url.edu/permalink/34CSUC_URL/1im36ta/alma991009460824906719
Description
Summary: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.
Item Description:Description based upon print version of record.
Physical Description:1 online resource (168 p.)
Bibliography:Includes bibliographical references and index.
ISBN:9783764375492