Introduction to Mathematical Systems Theory

Christiaan Heij is assistant professor at the Erasmus University in RotterdamAndré C. M. Ran is full professor at the Vrije Universiteit AmsterdamFreek van Schagen is visiting fellow at the Vrije Universiteit Amsterdam

“The book is very interesting for, as well older years students and, as well, for researchers, who want to have a compendium in control of dynamical systems. … The book is very well writen, contains a lot of examples, which help its understanding and may also be of the great value for the users.” (Krzysztof Gałkowski, zbMATH 1461.93001, 2021)

• 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.