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Probability and linear system theory

  • M. H. A. Davis
  • R. B. Vinter
Chapter
Part of the Monographs on Statistics and Applied Probability book series (MSAP)

Abstract

This book is concerned with the analysis of discrete-time linear systems subject to random disturbances. This introductory chapter is designed to present the main results in the two areas of probability and linear systems theory as required for the main developments of the book, beginning in Chapter 2.

Keywords

Random Vector Covariance Function Input Sequence Cauchy Sequence Spectral Density Function 
These keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.

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References

Probability

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Linear system theory

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Copyright information

© M. H. A. Davis and R. B. Vinter 1985

Authors and Affiliations

  • M. H. A. Davis
    • 1
  • R. B. Vinter
    • 1
  1. 1.Department of Electrical EngineeringImperial CollegeLondonUK

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