Probability
Book Chapter
(2021)
Author(s)
Jan H. van Schuppen (TU Delft - Electrical Engineering, Mathematics and Computer Science)
Research Group
Mathematical Physics
DOI related publication
https://doi.org/10.1007/978-3-030-66952-2_2
Final published version
To reference this document use
https://resolver.tudelft.nl/uuid:3137ca72-42a4-4549-89c7-c5e4612c37f4
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Publication Year
2021
Language
English
Research Group
Mathematical Physics
Pages (from-to)
13-56
Publisher
Springer
ISBN (electronic)
978-3-030-66952-2
Downloads counter
147
Abstract
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.