Optimal Estimation of Dynamic Systems, Second Edition

"Preface THIS text is designed to introduce the fundamentals of estimation to engineers, scientists, and applied mathematicians. This text is a rewriting of the first edition written by the current authors in 2004, which was the follow-on to the originalestimation book by the second author in 1978. [...]
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"Preface THIS text is designed to introduce the fundamentals of estimation to engineers, scientists, and applied mathematicians. This text is a rewriting of the first edition written by the current authors in 2004, which was the follow-on to the originalestimation book by the second author in 1978. The current text expands upon the past treatment to provide more comprehensive developments and updates, including new theoretical results in the area. It includes over 100 pages of new material, which are mostly devoted to an entirely new chapter on advanced sequential state estimation. Several new examples and exercises have been added as well. The level of the presentation should be accessible to senior undergraduate and first-year graduate students, and should prove especially well-suited as a self study guide for practicing professionals. The primary motivation of this text is to make a significant contribution toward minimizing the painful process most newcomers must go through in digesting and applyingthe theory. By stressing the interrelationships between estimation and modeling of dynamical systems, it is hoped that this new and unique perspective will be of perennial interest to other students, scholars, and employees in engineering disciplines. This work is the outgrowth of the authors' multiple encounters with the subject while motivated by practical problems with spacecraft attitude determination and control, aircraft navigation and tracking, orbit determination, powered rocket trajectories, photogrammetry applications, and identification of vibratory systems. The text has evolved from lecture notes for short courses and seminars given to professionals at various private laboratories and government agencies, and in conjunction with courses taught at the Universi"--