Jan H. van Schuppen*

*Corresponding author for this work

Research output: Chapter in Book/Conference proceedings/Edited volumeChapterScientific


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.

Original languageEnglish
Title of host publicationControl and System Theory of Discrete-Time Stochastic Systems
Number of pages44
ISBN (Electronic)978-3-030-66952-2
Publication statusPublished - 2021

Publication series

NameCommunications and Control Engineering
ISSN (Print)0178-5354
ISSN (Electronic)2197-7119


  • Conditional expectation
  • Probability
  • Random variable


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