Description 
1 online resource (vii, 166 pages) : illustrations 
Contents 
Dynamical Systems  InputOutput 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, LQoptimal control theory. Kalman filtering and LQCcontrol of stochastic systems are also discussed, as are modeling, time series analysis and model specification, along with model validation 
Bibliography 
Includes bibliographical references (pages 161164) and index 
Notes 
English 

Print version record 
Subject 
Linear systems  Mathematical models.


Discretetime 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) 

3764375493 

9781281343284 

9783764375485 (paperback) 

9783764375492 
