Abstract
As the Kalman-Bucy filtering theory is a probabilistic concept, an understanding of some basic concepts in probability theory is necessary in the study of this subject. We begin this discourse by reviewing some of the basic elements in probability theory. Details and proofs can be found in [1.1–-4], for example.
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© 1988 Springer-Verlag Berlin Heidelberg
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Ruymgaart, P.A., Soong, T.T. (1988). Elements of Probability Theory. In: Mathematics of Kalman-Bucy Filtering. Springer Series in Information Sciences, vol 14. Springer, Berlin, Heidelberg. https://doi.org/10.1007/978-3-642-73341-3_1
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DOI: https://doi.org/10.1007/978-3-642-73341-3_1
Publisher Name: Springer, Berlin, Heidelberg
Print ISBN: 978-3-540-18781-3
Online ISBN: 978-3-642-73341-3
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