Limit search to available items
Book Cover
Author Heij, C.

Title Introduction to mathematical systems theory : linear systems, identification and control / Christiaan Heij, André Ran, Freek van Schagen
Published Basel : Birkhäuser, [2007]
Online access available from:
Springer eBooks    View Resource Record  


Description 1 online resource (vii, 166 pages) : illustrations
Contents 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
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
Bibliography Includes bibliographical references (pages 161-164) and index
Notes English
Print version record
Subject Linear systems -- Mathematical models.
Discrete-time systems -- Mathematical models.
Form Electronic book
Author Ran, A. C. M. (André C. M.), 1956-
Schagen, Frederik van, 1944-
LC no. 2006934217
ISBN 1281343285
3764375485 (paperback)
9783764375485 (paperback)