Optimal Estimation of Dynamic Systems, 2e

Written for senior undergraduate and beginning graduate students, this book introduces the fundamentals of estimation and helps newcomers understand relationships between estimating and modeling dynamical systems. The text explores application of theory to real-world situations, such as spacecraft attitude determination, GPS navigation, orbit determination, and aircraft tracking. Topics include least squares approximation, probability concepts in least squares, and sequential state estimation.

A supplemental set of MATLAB code files is available for download.