TY  - BOOK
AU  - Heij,Christiaan
AU  - Ran,André
AU  - Schagen,Freek van
ED  - SpringerLink (Online service)
TI  - Introduction to Mathematical Systems Theory: Linear Systems, Identification and Control 
SN  - 9783764375492
AV  - Q295 
U1  - 519 23
PY  - 2007///
CY  - Basel
PB  - Birkhäuser Basel
KW  - Systems theory
KW  - Mathematics
KW  - Distribution (Probability theory
KW  - Computer science
KW  - Systems Theory, Control
KW  - Applications of Mathematics
KW  - Probability Theory and Stochastic Processes
KW  - Computational Science and Engineering
N1  - 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
N2  - 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
UR  - https://doi.org/10.1007/978-3-7643-7549-2
ER  -