Background Mathematical Results
Abstract
This chapter summarizes some basic concepts and results in linear algebra, probability theory, and stochastic processes, which are frequently utilized in the remaining chapters of this book. Most of the results are given without proof, except some very specific ones, whose derivations are neither straightforward nor extensively known. Detailed treatments of associated topics can be found in the references listed in the end of this chapter.
Keywords
linear algebra; pseudo-matrix inverse; probability; stochastic process; Markov process
2.1 Linear Space and Linear Algebra
In signal processing and control system analysis/synthesis, a usually encountered situation is that several variables ...
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