Author: Diederich Hinrichsen
Publisher: Springer Science & Business Media
ISBN: 3540441255
Category : Mathematics
Languages : en
Pages : 818
Book Description
This book presents the mathematical foundations of systems theory in a self-contained, comprehensive, detailed and mathematically rigorous way. It is devoted to the analysis of dynamical systems and combines features of a detailed introductory textbook with that of a reference source. The book contains many examples and figures illustrating the text which help to bring out the intuitive ideas behind the mathematical constructions.
Mathematical Systems Theory I
Author: Diederich Hinrichsen
Publisher: Springer Science & Business Media
ISBN: 3540441255
Category : Mathematics
Languages : en
Pages : 818
Book Description
This book presents the mathematical foundations of systems theory in a self-contained, comprehensive, detailed and mathematically rigorous way. It is devoted to the analysis of dynamical systems and combines features of a detailed introductory textbook with that of a reference source. The book contains many examples and figures illustrating the text which help to bring out the intuitive ideas behind the mathematical constructions.
Publisher: Springer Science & Business Media
ISBN: 3540441255
Category : Mathematics
Languages : en
Pages : 818
Book Description
This book presents the mathematical foundations of systems theory in a self-contained, comprehensive, detailed and mathematically rigorous way. It is devoted to the analysis of dynamical systems and combines features of a detailed introductory textbook with that of a reference source. The book contains many examples and figures illustrating the text which help to bring out the intuitive ideas behind the mathematical constructions.
Introduction to Mathematical Systems Theory
Author: J.C. Willems
Publisher: Springer Science & Business Media
ISBN: 1475729537
Category : Mathematics
Languages : en
Pages : 446
Book Description
Using the behavioural approach to mathematical modelling, this book views a system as a dynamical relation between manifest and latent variables. The emphasis is on dynamical systems that are represented by systems of linear constant coefficients. The first part analyses the structure of the set of trajectories generated by such dynamical systems, and derives the conditions for two systems of differential equations to be equivalent in the sense that they define the same behaviour. In addition the memory structure of the system is analysed through state space models. The second part of the book is devoted to a number of important system properties, notably controllability, observability, and stability. In the third part, control problems are considered, in particular stabilisation and pole placement questions. Suitable for advanced undergraduate or beginning graduate students in mathematics and engineering, this text contains numerous exercises, including simulation problems, and examples, notably of mechanical systems and electrical circuits.
Publisher: Springer Science & Business Media
ISBN: 1475729537
Category : Mathematics
Languages : en
Pages : 446
Book Description
Using the behavioural approach to mathematical modelling, this book views a system as a dynamical relation between manifest and latent variables. The emphasis is on dynamical systems that are represented by systems of linear constant coefficients. The first part analyses the structure of the set of trajectories generated by such dynamical systems, and derives the conditions for two systems of differential equations to be equivalent in the sense that they define the same behaviour. In addition the memory structure of the system is analysed through state space models. The second part of the book is devoted to a number of important system properties, notably controllability, observability, and stability. In the third part, control problems are considered, in particular stabilisation and pole placement questions. Suitable for advanced undergraduate or beginning graduate students in mathematics and engineering, this text contains numerous exercises, including simulation problems, and examples, notably of mechanical systems and electrical circuits.
General Systems Theory: Mathematical Foundations
Author:
Publisher: Academic Press
ISBN: 008095622X
Category : Technology & Engineering
Languages : en
Pages : 283
Book Description
In this book, we study theoretical and practical aspects of computing methods for mathematical modelling of nonlinear systems. A number of computing techniques are considered, such as methods of operator approximation with any given accuracy; operator interpolation techniques including a non-Lagrange interpolation; methods of system representation subject to constraints associated with concepts of causality, memory and stationarity; methods of system representation with an accuracy that is the best within a given class of models; methods of covariance matrix estimation;methods for low-rank matrix approximations; hybrid methods based on a combination of iterative procedures and best operator approximation; andmethods for information compression and filtering under condition that a filter model should satisfy restrictions associated with causality and different types of memory.As a result, the book represents a blend of new methods in general computational analysis,and specific, but also generic, techniques for study of systems theory ant its particularbranches, such as optimal filtering and information compression.- Best operator approximation,- Non-Lagrange interpolation,- Generic Karhunen-Loeve transform- Generalised low-rank matrix approximation- Optimal data compression- Optimal nonlinear filtering
Publisher: Academic Press
ISBN: 008095622X
Category : Technology & Engineering
Languages : en
Pages : 283
Book Description
In this book, we study theoretical and practical aspects of computing methods for mathematical modelling of nonlinear systems. A number of computing techniques are considered, such as methods of operator approximation with any given accuracy; operator interpolation techniques including a non-Lagrange interpolation; methods of system representation subject to constraints associated with concepts of causality, memory and stationarity; methods of system representation with an accuracy that is the best within a given class of models; methods of covariance matrix estimation;methods for low-rank matrix approximations; hybrid methods based on a combination of iterative procedures and best operator approximation; andmethods for information compression and filtering under condition that a filter model should satisfy restrictions associated with causality and different types of memory.As a result, the book represents a blend of new methods in general computational analysis,and specific, but also generic, techniques for study of systems theory ant its particularbranches, such as optimal filtering and information compression.- Best operator approximation,- Non-Lagrange interpolation,- Generic Karhunen-Loeve transform- Generalised low-rank matrix approximation- Optimal data compression- Optimal nonlinear filtering
Mathematical Methods for System Theory
Author: Federico Gentili
Publisher: World Scientific
ISBN: 9789810233341
Category : Science
Languages : en
Pages : 584
Book Description
This book covers selected topics in geometry, algebra, calculus and probability theory. It contains the basic mathematical notions required by a first course in system theory for engineering and applied mathematics students. It is the first book to provide a self-contained and precise account of all the major mathematical methods and concepts relevant to the study of system theory.
Publisher: World Scientific
ISBN: 9789810233341
Category : Science
Languages : en
Pages : 584
Book Description
This book covers selected topics in geometry, algebra, calculus and probability theory. It contains the basic mathematical notions required by a first course in system theory for engineering and applied mathematics students. It is the first book to provide a self-contained and precise account of all the major mathematical methods and concepts relevant to the study of system theory.
Introduction to Mathematical Systems Theory
Author: Christiaan Heij
Publisher: Springer Science & Business Media
ISBN: 3764375493
Category : Science
Languages : en
Pages : 169
Book 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.
Publisher: Springer Science & Business Media
ISBN: 3764375493
Category : Science
Languages : en
Pages : 169
Book 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.
Mathematical Methods in Robust Control of Discrete-Time Linear Stochastic Systems
Author: Vasile Dragan
Publisher: Springer Science & Business Media
ISBN: 1441906304
Category : Mathematics
Languages : en
Pages : 349
Book Description
In this monograph the authors develop a theory for the robust control of discrete-time stochastic systems, subjected to both independent random perturbations and to Markov chains. Such systems are widely used to provide mathematical models for real processes in fields such as aerospace engineering, communications, manufacturing, finance and economy. The theory is a continuation of the authors’ work presented in their previous book entitled "Mathematical Methods in Robust Control of Linear Stochastic Systems" published by Springer in 2006. Key features: - Provides a common unifying framework for discrete-time stochastic systems corrupted with both independent random perturbations and with Markovian jumps which are usually treated separately in the control literature; - Covers preliminary material on probability theory, independent random variables, conditional expectation and Markov chains; - Proposes new numerical algorithms to solve coupled matrix algebraic Riccati equations; - Leads the reader in a natural way to the original results through a systematic presentation; - Presents new theoretical results with detailed numerical examples. The monograph is geared to researchers and graduate students in advanced control engineering, applied mathematics, mathematical systems theory and finance. It is also accessible to undergraduate students with a fundamental knowledge in the theory of stochastic systems.
Publisher: Springer Science & Business Media
ISBN: 1441906304
Category : Mathematics
Languages : en
Pages : 349
Book Description
In this monograph the authors develop a theory for the robust control of discrete-time stochastic systems, subjected to both independent random perturbations and to Markov chains. Such systems are widely used to provide mathematical models for real processes in fields such as aerospace engineering, communications, manufacturing, finance and economy. The theory is a continuation of the authors’ work presented in their previous book entitled "Mathematical Methods in Robust Control of Linear Stochastic Systems" published by Springer in 2006. Key features: - Provides a common unifying framework for discrete-time stochastic systems corrupted with both independent random perturbations and with Markovian jumps which are usually treated separately in the control literature; - Covers preliminary material on probability theory, independent random variables, conditional expectation and Markov chains; - Proposes new numerical algorithms to solve coupled matrix algebraic Riccati equations; - Leads the reader in a natural way to the original results through a systematic presentation; - Presents new theoretical results with detailed numerical examples. The monograph is geared to researchers and graduate students in advanced control engineering, applied mathematics, mathematical systems theory and finance. It is also accessible to undergraduate students with a fundamental knowledge in the theory of stochastic systems.
Mathematical System Theory
Author: Athanasios C. Antoulas
Publisher: Springer Science & Business Media
ISBN: 3662085461
Category : Technology & Engineering
Languages : en
Pages : 589
Book Description
Over the past three decades R.E. Kalman has been one of the most influential personalities in system and control theory. His ideas have been instrumental in a variety of areas. This is a Festschrift honoring his 60th birthday. It contains contributions from leading researchers in the field giving an account of the profound influence of his ideas in a number of areas of active research in system and control theory. For example, since their introduction by Kalman in the early 60's, the concepts of controllability and observability of dynamical systems with inputs, have been the corner stone of the great majority of investigations in the field.
Publisher: Springer Science & Business Media
ISBN: 3662085461
Category : Technology & Engineering
Languages : en
Pages : 589
Book Description
Over the past three decades R.E. Kalman has been one of the most influential personalities in system and control theory. His ideas have been instrumental in a variety of areas. This is a Festschrift honoring his 60th birthday. It contains contributions from leading researchers in the field giving an account of the profound influence of his ideas in a number of areas of active research in system and control theory. For example, since their introduction by Kalman in the early 60's, the concepts of controllability and observability of dynamical systems with inputs, have been the corner stone of the great majority of investigations in the field.
Mathematical Control Theory
Author: Eduardo D. Sontag
Publisher: Springer Science & Business Media
ISBN: 1461205778
Category : Mathematics
Languages : en
Pages : 543
Book Description
Geared primarily to an audience consisting of mathematically advanced undergraduate or beginning graduate students, this text may additionally be used by engineering students interested in a rigorous, proof-oriented systems course that goes beyond the classical frequency-domain material and more applied courses. The minimal mathematical background required is a working knowledge of linear algebra and differential equations. The book covers what constitutes the common core of control theory and is unique in its emphasis on foundational aspects. While covering a wide range of topics written in a standard theorem/proof style, it also develops the necessary techniques from scratch. In this second edition, new chapters and sections have been added, dealing with time optimal control of linear systems, variational and numerical approaches to nonlinear control, nonlinear controllability via Lie-algebraic methods, and controllability of recurrent nets and of linear systems with bounded controls.
Publisher: Springer Science & Business Media
ISBN: 1461205778
Category : Mathematics
Languages : en
Pages : 543
Book Description
Geared primarily to an audience consisting of mathematically advanced undergraduate or beginning graduate students, this text may additionally be used by engineering students interested in a rigorous, proof-oriented systems course that goes beyond the classical frequency-domain material and more applied courses. The minimal mathematical background required is a working knowledge of linear algebra and differential equations. The book covers what constitutes the common core of control theory and is unique in its emphasis on foundational aspects. While covering a wide range of topics written in a standard theorem/proof style, it also develops the necessary techniques from scratch. In this second edition, new chapters and sections have been added, dealing with time optimal control of linear systems, variational and numerical approaches to nonlinear control, nonlinear controllability via Lie-algebraic methods, and controllability of recurrent nets and of linear systems with bounded controls.
Mathematical Systems Theory in Biology, Communications, Computation and Finance
Author: Joachim Rosenthal
Publisher: Springer Science & Business Media
ISBN: 9780387403199
Category : Science
Languages : en
Pages : 528
Book Description
This volume contains survey and research articles by some of the leading researchers in mathematical systems theory - a vibrant research area in its own right. Many authors have taken special care that their articles are self-contained and accessible also to non-specialists.
Publisher: Springer Science & Business Media
ISBN: 9780387403199
Category : Science
Languages : en
Pages : 528
Book Description
This volume contains survey and research articles by some of the leading researchers in mathematical systems theory - a vibrant research area in its own right. Many authors have taken special care that their articles are self-contained and accessible also to non-specialists.
Mathematical Methods in Optimization of Differential Systems
Author: Viorel Barbu
Publisher: Springer Science & Business Media
ISBN: 9401107602
Category : Mathematics
Languages : en
Pages : 271
Book Description
This work is a revised and enlarged edition of a book with the same title published in Romanian by the Publishing House of the Romanian Academy in 1989. It grew out of lecture notes for a graduate course given by the author at the University if Ia~i and was initially intended for students and readers primarily interested in applications of optimal control of ordinary differential equations. In this vision the book had to contain an elementary description of the Pontryagin maximum principle and a large number of examples and applications from various fields of science. The evolution of control science in the last decades has shown that its meth ods and tools are drawn from a large spectrum of mathematical results which go beyond the classical theory of ordinary differential equations and real analy ses. Mathematical areas such as functional analysis, topology, partial differential equations and infinite dimensional dynamical systems, geometry, played and will continue to play an increasing role in the development of the control sciences. On the other hand, control problems is a rich source of deep mathematical problems. Any presentation of control theory which for the sake of accessibility ignores these facts is incomplete and unable to attain its goals. This is the reason we considered necessary to widen the initial perspective of the book and to include a rigorous mathematical treatment of optimal control theory of processes governed by ordi nary differential equations and some typical problems from theory of distributed parameter systems.
Publisher: Springer Science & Business Media
ISBN: 9401107602
Category : Mathematics
Languages : en
Pages : 271
Book Description
This work is a revised and enlarged edition of a book with the same title published in Romanian by the Publishing House of the Romanian Academy in 1989. It grew out of lecture notes for a graduate course given by the author at the University if Ia~i and was initially intended for students and readers primarily interested in applications of optimal control of ordinary differential equations. In this vision the book had to contain an elementary description of the Pontryagin maximum principle and a large number of examples and applications from various fields of science. The evolution of control science in the last decades has shown that its meth ods and tools are drawn from a large spectrum of mathematical results which go beyond the classical theory of ordinary differential equations and real analy ses. Mathematical areas such as functional analysis, topology, partial differential equations and infinite dimensional dynamical systems, geometry, played and will continue to play an increasing role in the development of the control sciences. On the other hand, control problems is a rich source of deep mathematical problems. Any presentation of control theory which for the sake of accessibility ignores these facts is incomplete and unable to attain its goals. This is the reason we considered necessary to widen the initial perspective of the book and to include a rigorous mathematical treatment of optimal control theory of processes governed by ordi nary differential equations and some typical problems from theory of distributed parameter systems.