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上传时间:2025/12/9 14:28:45
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AppliedOptimalEstimation.pdf
Estimtionistheprocessofextractinginformationfromdata-datawhichcanbeusedtoinferthedesiredinformationandniaycontainerrors.Modernestimationmethodsuseknownrelationshipstocomputethedeslredinformationfromthemeasurements.takingaccountofmeasurementerrors,theeffectsofdisturbancesandcontrolactionsonthesystem,andpriorknowledgeoftheinformation.Diversemeasurementscar!beblendedtoform"best"estimates,andinformationwhichisunavailableformeasurementcanbeapproximatedinanoptimalfashion.Theintentofthisbookistoenablereaderstoachievealevelofcompetencethatwillpermittheirparticipationinthedes~gnandevaluationofpracticalestimators.Therefore,thetextisorientedtotheappliedratherthantheoreticalaspectsofoptimalestimation.Itisourintentthroughouttoprovideasimpleandinterestingpictureofthecentralissuesunderlyingmodernestimationtheoryandpractice.Heuristic,ratherthantheoreticallyelegant,argumentsareusedextensively,withemphasisonphysicalinsightsandkeyquestlonsofpracticalimportance.
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