This book presents a novel approach to the theory of dynamical systems using computational matrix algebra. It provides everything necessary to allow readers to develop recursive computational schemes needed to solve practical problems. Ideal for graduate students in electrical and computer engineering, computer science and applied mathematics.
Inhaltsverzeichnis
Part I. Lectures on Basics, with Examples: 1. A first example: optimal quadratic control; 2. Dynamical systems; 3. LTV (quasi-separable) systems; 4. System identification; 5. State equivalence, state reduction; 6. Elementary operations; 7. Inner operators and external factorizations; 8. Inner-outer factorization; 9. The Kalman filter as an application; 10. Polynomial representations; 11. Quasi-separable Moore-Penrose inversion; Part II. Further Contributions to Matrix Theory: 12. LU (spectral) factorization; 13. Matrix Schur interpolation; 14. The scattering picture; 15. Constrained interpolation; 16. Constrained model reduction; 17. Isometric embedding for causal contractions; Appendix. Data model and implementations; References; Index.
