基本説明
Provides an introduction to the theory of linear systems and control for students in business mathematics, econometrics, computer science, and engineering.
Full 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.
Contents
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.
