Periodic Systems: Filtering and Control

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Periodic Systems gives a comprehensive treatment of the theory of periodic systems, including the problems of filtering and control. Topics covered include: basic issues, including Floquet theory, controllability and observability, canonical decomposition, system norms and Lyapunov and robust stability; the problem of state estimation in its various forms, filtering, prediction and smoothing; control design methods, particularly optimal and robust control. The text focuses on discrete-time signals and systems; however, an overview of the entire field, including the continuous-time case, is provided in the first chapter. The authors' presentation of the theory and results is mathematically rigorous while maintaining a readable style, avoiding excessive formalism. This makes the book accessible to graduate students and researchers from the fields of engineering, physics, economics and mathematics.