In any communication or control system it is necessary that some features of the signals that the system must process should be known a priori. A review of those mathematical tools of probability theory which are most applicable to the study of stochastic signals, in communication and control science, is presented in this chapter. The presentation will be intentionally brief, assuming that the reader already has some familiarity with these topics, and is intended mainly as a refresh chapter.

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Review of the Theory of Probability and Random Variables

  • Branko Kovačević,
  • Željko Đurović,
  • Zoran Banjac

摘要

In any communication or control system it is necessary that some features of the signals that the system must process should be known a priori. A review of those mathematical tools of probability theory which are most applicable to the study of stochastic signals, in communication and control science, is presented in this chapter. The presentation will be intentionally brief, assuming that the reader already has some familiarity with these topics, and is intended mainly as a refresh chapter.