Introduction To Mathematical Systems Theory

The purpose of this book is to provide an introduction to the theory of linear systems and control for students in business mathematics, econometrics, computer ... » 

The purpose of this book is to provide an introduction to the theory of linear systems and control for students in business mathematics, econometrics, computer science, and engineering. The subjects treated are for one the central topics from deterministic linear system theory, i.e. controllability, observability, realization theory, stability and stabilization by feedback, LQ-optimal control theory. Kalman filtering and LQC-control of stochastic systems are also discussed. Finally, attention is paid to modelling, e.g. time series analysis and model specification, along with model validation. All topics in the book are supported by exercises requiring the use of Matlab, which illustrate and enhance the main concepts and techniques in the text. «