TY - CHAP

T1 - Probability

AU - van Schuppen, Jan H.

PY - 2021

Y1 - 2021

N2 - The study of control of stochastic systems requires knowledge of probability and of stochastic processes. Probability is summarized in this chapter in a way which is sufficient for studying the control and system theory of the subsequent chapters. Additional concepts and results of probability theory are provided in an appendix labeled Chapter 20. The main concepts of probability needed for the reading of this book are probability distribution functions, probability measures, random variables, Gaussian random variables, conditional expectation, and conditional independence.

AB - The study of control of stochastic systems requires knowledge of probability and of stochastic processes. Probability is summarized in this chapter in a way which is sufficient for studying the control and system theory of the subsequent chapters. Additional concepts and results of probability theory are provided in an appendix labeled Chapter 20. The main concepts of probability needed for the reading of this book are probability distribution functions, probability measures, random variables, Gaussian random variables, conditional expectation, and conditional independence.

KW - Conditional expectation

KW - Probability

KW - Random variable

UR - http://www.scopus.com/inward/record.url?scp=85112535049&partnerID=8YFLogxK

U2 - 10.1007/978-3-030-66952-2_2

DO - 10.1007/978-3-030-66952-2_2

M3 - Chapter

AN - SCOPUS:85112535049

T3 - Communications and Control Engineering

SP - 13

EP - 56

BT - Control and System Theory of Discrete-Time Stochastic Systems

PB - Springer

ER -