Written for senior undergraduate or first-year graduate courses, this book covers estimation theory and design techniques important in navigation, communication systems, and signal processing. Estimators seek to combine the available measurements and knowledge of system dynamics to provide the most accurate knowledge possible of desired characteristics or quantities of interest. Topics covered include optimal filtering, including the Kalman filter, optimal smoothing, and nonlinear estimation. The revised second edition reflects new developments in estimation theory and design techniques.
MATLAB is used throughout the text to solve real-world application examples. In addition, a supplemental set of MATLAB code files is available for download.