EAN: 9783030596521

INTRODUCTION TO MATHEMATICAL SYSTEMS THEORY - C...

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. This second edition has
been updated and slightly expanded. In addition  supplementary material containing the
exercises is now available on the Springer Link's book website.

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