Probability Theory
The theory of probability is a special case of general measure theory in mathematics and as such has its fundamental definitions and basic results derived from real analysis. In this chapter, we define the fundamentals of probability theory only to the extent necessary for its application to radar interferometry error analysis, while maintaining some fidelity to measure theory. The Cramer-Rao lower bound is introduced and will be used in later chapters to provide an estimate for unbiased angle-of-arrival estimates. The Weiss-Weinstein, Ziv-Zakai, and Bhattacharyya lower bounds for biased random processes are defined and applied in Chapter 7 to estimate the performance of angle-of-arrival in the presence of angle ambiguities.
Probability Theory, Page 1 of 2
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