Description
Book SynopsisOptimal Estimation of Dynamic Systems, Second Edition highlights the importance of both physical and numerical modeling in solving dynamics-based estimation problems found in engineering systems. Accessible to engineering students, applied mathematicians, and practicing engineers, the text presents the central concepts and methods of optimal estimation theory and applies the methods to problems with varying degrees of analytical and numerical difficulty. Different approaches are often compared to show their absolute and relative utility. The authors also offer prototype algorithms to stimulate the development and proper use of efficient computer programs. MATLAB codes for the examples are available on the book's website.
New to the Second Edition
With more than 100 pages of new material, this reorganized edition expands upon the best-selling original to include comprehensive developments and updates. It incorporates new
Trade Review
Praise for the First EditionA 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
Table of ContentsLeast Squares Approximation. Probability Concepts in Least Squares. Sequential State Estimation. Advanced Topics in Sequential State Estimation. Batch State Estimation. Parameter Estimation: Applications. Estimation of Dynamic Systems: Applications. Optimal Control and Estimation Theory. Appendices. Index.
