Overview

Most newcomers to the field of linear stochastic estimation go through a difficult process in understanding and applying the theory. This book minimizes the process while introducing the fundamentals of optimal estimation.Optimal Estimation of Dynamic Systems explores topics that are important in the field of control where the signals received are used to determine highly sensitive processes such as the flight path of a plane, the orbit of a space vehicle, or the control of a machine. The authors use dynamic models from mechanical and aerospace engineering to provide immediate results of estimation concepts with a minimal reliance on mathematical skills. The book documents the development of the central concepts and methods of optimal estimation theory in a manner accessible to engineering students, applied mathematicians, and practicing engineers. It includes rigorous theoretial derivations and a significant amount of qualitative discussion and judgements. It also presents prototype algorithms, giving detail and discussion to stimulate development of efficient computer programs and intelligent use of them.T his book illustrates the application of optimal estimation methods to problems with varying degrees of analytical and numerical difficulty. It compares various approaches to help develop a feel for the absolute and relative utility of different methods, and provides many applications in the fields of aerospace, mechanical, and electrical engineering.

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9781584883913

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A nice feature of this book is that it makes the effort to explain the underlying principles behind the formula for each algorithm; the relationship between different algorithms is equally well addressed. The text is a good combination of theory and practice. It will be a valuable addition to references for academic researchers and industrial engineers working in the field of estimation. It will also serve as a useful reference for graduate courses in control and estimation. - AIAA Journal, Vol. 43, No. 1, January 2005

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