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Introduction to Mathematical Systems Theory : Discrete Time Linear Systems, Control and Identification / by Christiaan Heij, André C.M. Ran, Frederik van Schagen
版 | 2nd ed. 2021. |
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出版者 | (Cham : Springer International Publishing : Imprint: Birkhäuser) |
出版年 | 2021 |
本文言語 | 英語 |
大きさ | IX, 195 p. 10 illus., 2 illus. in color : online resource |
著者標目 | *Heij, Christiaan author Ran, André C.M author van Schagen, Frederik author SpringerLink (Online service) |
件 名 | LCSH:System theory LCSH:Control theory LCSH:Mathematics LCSH:Probabilities LCSH:Mathematics -- Data processing 全ての件名で検索 FREE:Systems Theory, Control FREE:Applications of Mathematics FREE:Probability Theory FREE:Computational Science and Engineering |
一般注記 | Preface -- 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 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 are now available on the Springer Link's book website HTTP:URL=https://doi.org/10.1007/978-3-030-59654-5 |
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電子ブック | 配架場所 | 資料種別 | 巻 次 | 請求記号 | 状 態 | 予約 | コメント | ISBN | 刷 年 | 利用注記 | 指定図書 | 登録番号 |
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電子ブック | オンライン | 電子ブック |
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Springer eBooks | 9783030596545 |
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EB00229024 |
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データ種別 | 電子ブック |
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分 類 | LCC:Q295 LCC:QA402.3-402.37 DC23:003 |
書誌ID | 4000135628 |
ISBN | 9783030596545 |