Linear dynamical systems. A rev. ed. of ``Dynamical systems and their applications: linear theory'' (Q1107476): Difference between revisions

The author delineates the fundamental principles of the theory of linear dynamical systems and describes some of its recent developments. The presentation contains various examples and is readable but, often, not very deep. In particular Chapter 9 and 10, which represent an addition to the first edition [Dynamical systems and their applications: linear theory (1977; Zbl 0555.93002)], provide only a superficial view of a vast area in mathematical system theory. More rigorous and complete treatments of the same material have appeared in other books. The list of references for these Chapters is limited, with few exceptions, to papers and books published before 1980. The book is organized as follows. Chapter 1 and 2 are devoted to the introduction of the basic concepts of system theory: input, output, statespace description of dynamical systems, realization, controllability, observability, stability and feedback, optimality, stochastic perturbations, frequency-domain analysis, transfer function, impulse-response function. Chapter 3,4 and 5 deal with structural properties of linear systems: controllability and reachability, observability and constructibility, canonical forms, feedback transformations and invariants. The realization problem and the partial realization problem are described and investigated in Chapter 6, where classical realization algorithms are presented. Chapter 7 discusses the notion of stability for linear dynamical systems presenting various examples. The stability in the sense of Ljapunov is defined and the Routh-Hurwitz methods, the Ljapunov method and frequency domain techniques for studying stability are described. Chapter 8 is devoted to the study of the linear quadratic Gaussian problem. Pontrjagin's maximum principle is quoted and optimal control of feedback systems is discussed. Chapter 9 describes in the first part the Kalman's module theoretic approach to linear systems and realization problems, following, essentially, the same lines as in Chapter 10 of the classical work of \textit{R. Kalman}, \textit{P. Falb} and \textit{M. Arbib} [Topics in mathematical system theory (1969; Zbl 0231.49001)]. In addition, some results on the realizability of systems with coefficients in a ring are mentioned. The second part of Chapter 9 sketches the use made by various authors of concepts and techniques of algebraic geometry in investigating system theoretic problems. Although it is useful for suggesting the idea that sophisticated mathematical techniques can be very fruitful, this part gives very little practical knowledge to the reader, unless he has a solid background in algebraic geometry. Infinite dimensional systems are briefly introduced in Chapter 10. Assuming the reader has an elementary knowledge of the basic concept of functional analysis, the notions of attainability, controllability, observability, duality, stability, realizability and optimization for infinite dimensional systems are defined and investigated. Problems and a list of essential references are given at the end of each chapter. This book can serve as an elementary guide to the fundamental questions and problems of the theory of linear dynamical systems for readers having a basic mathematical knowledge.