Introduction to mathematical systems theory : linear systems, identification and control

書誌事項

Introduction to mathematical systems theory : linear systems, identification and control

Christiaan Heij, André Ran, Freek van Schagen

Birkhäuser, c2007

  • : pbk.

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注記

Includes bibliographical references (p. [161]-164 ) and index

内容説明・目次

内容説明

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. 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.

目次

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.

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