Introduction to Dynamic Systems: Theory, Models, and Applications

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Summary: The best mathematical textbook ever written
Review: I studied this book for two semesters as a doctoral student, and consider it the best mathematical textbook ever written. Luenberger writes concisely and with great clarity and elegance. His notation is crisp and easy to follow. The book begins with basic concepts of matrix algebra and dynamic equations, and then builds step-by-step to encompass an enormously broad set of applications. The examples are drawn from all over the map, and are great fun to explore. This is a truly mind-expanding text.

Thomas P. Lyon, Associate Professor, Business Economics and Public Policy, Indiana University

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Summary: Excellent supplementary reading of Linear System Theory
Review: The economic application examples are interesting for engineering students.

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Summary: Excellent treatment of dynamic systems
Review: This introduction to dynamic systems is presented with an algebraic formalism which makes things clear and concise. All concepts are explained intuitively as well as formally, having in mind the objective of making things clear. Few books exhibit such a good approach and other reviewers are right when they emphasize the highly pedagogical quality of Luenberger's books ! This is no overstatement.

The advantage of using this algebraic formulation lies in the simplicity as well as the understandability of the state-space approach, which is best explained in those terms. Most books assume that everyone knows what a state space is without explicitly showing what it is really about. This book just uses the reverse assumption, in that you're not asssumed to know everything before getting into it.

Only some basic knowledge in algebra (undergraduate-level) is required but even without experience in algebraic formalism, it is possible to go through the content thanks to the important number of examples and the intuitive explanations.

A must-read !