Preface
Preface to the Second Edition
Contents
1 Dynamical Systems
1.1 Introduction
1.2 Systems and Laws
1.3 State Representations
1.4 Illustration
2 Input-Output Systems
2.1 Inputs and Outputs in the Time Domain
2.2 Frequency Domain and Transfer Functions
2.3 State Space Models
2.4 Equivalent and Minimal Realizations
2.5 The Restricted Shift Realization
3 State Space Models
3.1 Controllability
3.2 Observability
3.3 Structure Theory of Realizations
3.4 An Algorithm for Minimal Realizations
3.5 The Subspace Identification Algorithm
3.6 An Example
4 Stability
4.1 Internal Stability
4.2 Input-Output Stability
4.3 Stabilization by State Feedback
4.4 Stabilization by Output Feedback
5 Optimal Control
5.1 Problem Statement
5.2 Dynamic Programming
5.3 Linear Quadratic Control
6 Stochastic Systems
6.1 Modelling
6.2 Stationary Processes
6.3 ARMA Processes
6.4 State Space Models
6.5 Spectra and the Frequency Domain
6.6 Stochastic Input-Output Systems
7 Filtering and Prediction
7.1 The Filtering Problem
7.2 Spectral Filtering
7.3 The Kalman Filter
7.4 The Steady State Filter
8 Stochastic Control
8.1 Introduction
8.2 Stochastic Dynamic Programming
8.3 LQG Control with State Feedback
8.4 LQG Control with Output Feedback
9 System Identification
9.1 Identification
9.2 Regression Models
9.3 Maximum Likelihood
9.4 Estimation of Autoregressive Models
9.5 Estimation of ARMAX Models
9.6 Model Validation
9.6.1 Lag Orders
9.6.2 Residual Tests
9.6.3 Inputs and Outputs
9.6.4 Model Selection
10 Cycles and Trends
10.1 The Periodogram
10.2 Spectral Identification
10.3 Trends
10.4 Seasonality and Nonlinearities
11 Further Developments
11.1 Continuous Time Systems
11.2 Optimal Control
11.3 Nonlinear Systems
11.3.1 Applications in Life Sciences
11.4 Infinite Dimensional Systems
11.5 Robust and Adaptive Control
11.6 Stochastic Systems
11.7 Networked Systems
11.8 Hybrid Systems
11.9 System Identification
Bibliography
Index