ABSTRACT

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 receiv

chapter 1|62 pages

Least Squares Approximation

chapter 2|56 pages

Probability Concepts in Least Squares

chapter 3|70 pages

Review of Dynamical Systems

chapter 4|54 pages

Parameter Estimation: Applications

chapter 5|100 pages

Sequential State Estimation

chapter 6|68 pages

Batch State Estimation

chapter 8|62 pages

Optimal Control and Estimation Theory