Time-variant and quasi-separable systems: matrix theory, recursions and computations

Matrix theory is the lingua franca of everyone who deals with dynamically evolving systems, and familiarity with efficient matrix computations is an essential part of the modern curriculum in dynamical systems and associated computation. This is a master's-level textbook on dynamical systems an...

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Hauptverfasser: Dewilde, Patrick (VerfasserIn), Diepold, Klaus ca. 21. Jh (VerfasserIn), Veen, Alle-Jan van der (VerfasserIn)
Format: Elektronisch E-Book
Sprache:English
Veröffentlicht: Cambridge Cambridge University Press 2025
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Online-Zugang:DE-12
DE-634
DE-92
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Zusammenfassung:Matrix theory is the lingua franca of everyone who deals with dynamically evolving systems, and familiarity with efficient matrix computations is an essential part of the modern curriculum in dynamical systems and associated computation. This is a master's-level textbook on dynamical systems and computational matrix algebra. It is based on the remarkable identity of these two disciplines in the context of linear, time-variant, discrete-time systems and their algebraic equivalent, quasi-separable systems. The authors' approach provides a single, transparent framework that yields simple derivations of basic notions, as well as new and fundamental results such as constrained model reduction, matrix interpolation theory and scattering theory. This book outlines all the fundamental concepts that allow readers to develop the resulting recursive computational schemes needed to solve practical problems. An ideal treatment for graduate students and academics in electrical and computer engineering, computer science and applied mathematics
Beschreibung:Title from publisher's bibliographic system (viewed on 23 Oct 2024)
A first example : optimal quadratic tracking -- Dynamical systems -- LTV (quasi-separable) systems -- System identification -- State equivalence, state reduction -- Elementary operations -- Inner operators and external factorizations -- Inner-outer factorization -- Application : the Kalman filter -- Polynomial representations -- Quasi-separable Moore-Penrose inversion -- LU (spectral) factorization -- Matrix Schur interpolation -- The scattering picture -- Constrained interpolation -- Constrained model reduction -- Isometric embedding for causal contractions
Beschreibung:1 Online-Ressource (xxiv, 306 Seiten)
ISBN:9781009455640
DOI:10.1017/9781009455640

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