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Title......Page 2 Contents......Page 4 Preface......Page 7 1.1 Introduction......Page 8 1.2 Systems and Laws......Page 11 1.3 State Representations......Page 13 1.4 Illustration......Page 15 2.1 Inputs and Outputs in the Time Domain......Page 17 2.2 Frequency Domain and Transfer Functions......Page 20 2.3 State Space Models......Page 22 2.4 Equivalent and Minimal Realizations......Page 26 3.1 Controllability......Page 30 3.2 Observability......Page 32 3.3 Structure Theory of Realizations......Page 36 3.4 An Algorithm for Minimal Realizations......Page 39 4.1 Internal Stability......Page 43 4.2 Input-Output Stability......Page 47 4.3 Stabilization by State Feedback......Page 49 4.4 Stabilization by Output Feedback......Page 53 5.1 Problem Statement......Page 57 5.2 Dynamic Programming......Page 60 5.3 Linear Quadratic Control......Page 63 6.1 Modelling......Page 71 6.2 Stationary Processes......Page 72 6.3 ARMA Processes......Page 75 6.4 State Space Models......Page 79 6.5 Spectra and the Frequency Domain......Page 83 6.6 Stochastic Input-Output Systems......Page 85 7.1 The Filtering Problem......Page 87 7.2 Spectral Filtering......Page 90 7.3 The Kalman Filter......Page 93 7.4 The

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Author

Christiaan Heij, Andre Ran, Freek van Schagen

Publisher

Birkhauser

Published

2007

Language

EN

Category

nonfiction

Subjects

Mathematics, Stem