Chapter 0 Introduction
This chapter is a superficial and literate overview, which is not difficult to understand and read. There are only two parts, which are worth taking notes and exercises. But forgive the author for being short of time, for word drawing and designing dishes, so all the mathematical formula deductions and basic models are all hand-painted and hand-painted. Take pictures and upload them.
0.5 feedback
Single-loop feedback system ( P19 Figure 12 )
0.7 Covariance matrix
Suppose X is a column vector of n scalar random variables, and μ k is the expected value of its kth element, i.e., μ k = E[X (k) ];
The covariance matrix is then defined as ( the (i,j) th element in the matrix is the covariance of xi and xj ):
