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C.1.2 Poisson distribution 387
C.1.3 Binomial distribution 387
C.1.4 Normal distribution 388
C.1.5 The Chi-square distribution 389
C.2 Bivariate random variables 390
C.3 Random vectors 395
C.3.1 Linear operations on Gaussian random
vectors 396
C.3.2 Decorrelation 397
C.4 Reference 398

Appendix D Discrete-time Dynamic Systems 399
D.1 Discrete-time dynamic systems 399
D.2 Linear systems 400
D.3 Linear time invariant systems 401
D.3.1 Diagonalization of a system 401
D.3.2 Stability 402
D.4 References 403

Appendix E Introduction to PRTools 405
E.1 Motivation 405
E.2 Essential concepts in PRTools 406
E.3 Implementation 407
E.4 Some details 410
E.4.1 Data sets 410
E.4.2 Classifiers and mappings 411
E.5 How to write your own mapping 414

Appendix F MATLAB Toolboxes Used 417

Index 419