A “stochastic system” is understood here as a dynamic system that has some kind of uncertainty. The type of uncertainty will be specified in a precise mathematical sense when dealing with methods of analysis and design. At this point, it is sufficient to say that the uncertainty will include disturbances acting on the system, sensor errors and other measurement errors, as well as partly unknown dynamics of the system. The uncertainties will be modelled in a probabilistic way using random variables and stochastic processes as important tools.
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