Linear Systems Control: Deterministic and Stochastic Methods [Hardcover]

From the reviews:

The book Linear Systems Control, Deterministic and Stochastic Methods by Hendricks, Jannerup and S?rensen is a very nice presentation of the basics & of the control theory for linear systems. The great advantage of this book is & almost every presented problems are acompanied by practical application based solutions. ... The book is written & clearly, and is easy to read. This can be used even by undergraduate students, but also graduate ones, engineers and every persons who study ... control, systems and related areas. (Krzysztof Galkowski, Zentralblatt MATH, Vol. 1149, 2008)

This textbook is intended for a second course in control, at the beginning graduate level, after a classical introduction. Topics covered in the book include modeling of systems in state-space form, linearization, discretization, description of noise and stochastic disturbances, LQR and LQG control problems, and Kalman filters. (IEEE Control Systems Magazine, Vol. 29, October, 2009)

Modern control theory and in particular state space or state variable methods can be adapted to the description of many different systems because it depends strongly on physical modeling and physical intuition. The laws of physics are in the form of differential equations and for this reason, this book concentrates on system descriptions in this form. This means coupled systems of linear or nonlinear differential equations. The physical approach is emphasized in this book because it is most natural for complex systems. It also makes what would ordinarily be a difficult mathematical subject into one which can straightforwardly be understood intuitively and which deals with concepts which engineering and science students are already famililÃN