Introduction to Mathematical Systems Theory

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, which are the most relevant in business applications, as opposed to continuous time systems, requiring less mathematical preliminaries. 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.

This book is an introduction to the qualitative theory of dynamical systems on manifolds of low dimension (on the circle and on surfaces). Along with classical results, it reflects the most significant achievements in this area obtained in recent times by Russian and foreign mathematicians whose work has not yet appeared in the monographic literature.