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 -