Table of Contents

Preface.

Acronyms.

Mathematical Notations.

Introduction.

Basic Concepts in Estimation.

Linear Estimation in Static Systems.

Linear Dynamic Systems with Random Inputs.

State Estimation in Discrete-Time Linear Dynamic Systems.

Estimation for Kinematic Models.

Computational Aspects of Estimation.

Extensions of Discrete-Time Linear Estimation.

Continuous-Time Linear State Estimation.

State Estimation for Nonlinear Dynamic Systems.

Adaptive Estimation and Maneuvering Targets.

Introduction to Navigation Applications.

Bibliography.

Index.

About the Author

YAAKOV BAR-SHALOM, PhD, is Distinguished Professor in the Department of Electrical and Computer Engineering and Director of the Estimation and Signal Processing Lab at the University of Connecticut in Storrs.
X. RONG LI, PhD, is Associate Professor in the Department of Electrical Engineering at the University of New Orleans.
THIAGALINGAM KIRUBARAJAN, PhD, is Assistant Research Professor in the Department of Electrical and Computer Engineering and Associate Director of the Estimation and Signal Processing Lab at the University of Connecticut in Storrs.