Introduction to Mathematical Systems Theory
Description
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.
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From the reviews:
"It is very impressive that in Introduction to Mathematical Systems Theory, Linear Systems, Identification and Control, the authors have covered almost all aspects . and with all theorems presented in the book rigorously proven. . This book is closely connected with teaching students in the areas of business mathematics and computer science, econometrics, and mathematics. . this book is an excellent textbook for students from those areas. . this book may still serve as a good reference for engineering students." (Han-Fu Chen, IEEE Control Systems Magazine, Vol. 28, December, 2008)
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