Introduction to Mathematical Systems Theory (2^nd Ed., 2nd ed. 2021) Discrete Time Linear Systems, Control and Identification

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.

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.

Christiaan Heij is assistant professor at the Erasmus University in Rotterdam

Treats the standard topics of introductory courses in linear systems and control theory Provides exercises on SpringerLink Grown out of more than fifteen years of lecturing