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: | , , |
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Format: | Elektronisch E-Book |
Sprache: | English |
Veröffentlicht: |
Cambridge
Cambridge University Press
2025
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Schlagworte: | |
Online-Zugang: | DE-12 DE-634 DE-92 Volltext |
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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520 | |a 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 | ||
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isbn | 9781009455640 |
language | English |
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spelling | Dewilde, Patrick (DE-588)151392226 aut Time-variant and quasi-separable systems matrix theory, recursions and computations Patrick Dewilde, Klaus Diepold, Alle-Jan Van der Veen Cambridge Cambridge University Press 2025 1 Online-Ressource (xxiv, 306 Seiten) txt rdacontent c rdamedia cr rdacarrier 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 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 Matrices Linear time invariant systems Separable algebras Mathematical optimization Computer algorithms Numerische lineare Algebra (DE-588)1172564329 gnd rswk-swf Dynamisches System (DE-588)4013396-5 gnd rswk-swf Dynamisches System (DE-588)4013396-5 s DE-604 Numerische lineare Algebra (DE-588)1172564329 s Diepold, Klaus ca. 21. Jh. (DE-588)1123651507 aut Veen, Alle-Jan van der aut Erscheint auch als Druck-Ausgabe 9781009455626 https://doi.org/10.1017/9781009455640?locatt=mode:legacy Verlag URL des Erstveröffentlichers Volltext |
spellingShingle | Dewilde, Patrick Diepold, Klaus ca. 21. Jh Veen, Alle-Jan van der Time-variant and quasi-separable systems matrix theory, recursions and computations Matrices Linear time invariant systems Separable algebras Mathematical optimization Computer algorithms Numerische lineare Algebra (DE-588)1172564329 gnd Dynamisches System (DE-588)4013396-5 gnd |
subject_GND | (DE-588)1172564329 (DE-588)4013396-5 |
title | Time-variant and quasi-separable systems matrix theory, recursions and computations |
title_auth | Time-variant and quasi-separable systems matrix theory, recursions and computations |
title_exact_search | Time-variant and quasi-separable systems matrix theory, recursions and computations |
title_full | Time-variant and quasi-separable systems matrix theory, recursions and computations Patrick Dewilde, Klaus Diepold, Alle-Jan Van der Veen |
title_fullStr | Time-variant and quasi-separable systems matrix theory, recursions and computations Patrick Dewilde, Klaus Diepold, Alle-Jan Van der Veen |
title_full_unstemmed | Time-variant and quasi-separable systems matrix theory, recursions and computations Patrick Dewilde, Klaus Diepold, Alle-Jan Van der Veen |
title_short | Time-variant and quasi-separable systems |
title_sort | time variant and quasi separable systems matrix theory recursions and computations |
title_sub | matrix theory, recursions and computations |
topic | Matrices Linear time invariant systems Separable algebras Mathematical optimization Computer algorithms Numerische lineare Algebra (DE-588)1172564329 gnd Dynamisches System (DE-588)4013396-5 gnd |
topic_facet | Matrices Linear time invariant systems Separable algebras Mathematical optimization Computer algorithms Numerische lineare Algebra Dynamisches System |
url | https://doi.org/10.1017/9781009455640?locatt=mode:legacy |
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