Linear System Theory

This volume is intended for engineers in research and development and applied mathematicians. It is also designed to be a useful reference for graduate students in linear systems with interests in control. With this purpose in mind, the discrete-time case is treated in an isomorphic fashion with the continuous-time case. The volume is self contained: four mathematical appendices develop the many specialized mathematical results needed in the main text. Emphasis is placed on the precise exposition of fundamental concepts and results. The main topics discussed are the dynamics of linear time-varying and time-invariant systems, stability, controlability and observability, realizations, linear feedback and estimation, linear quadratic optimal control and the main results of unity-feedback MIMO systems. At various places, basic computational issues and robustness issues are discussed.