OptimalEstimationofDynamicSystems,SecondEditionhighlightstheimportanceofbothphysicalandnumericalmodelinginsolvingdynamics-basedestimationproblemsfoundinengineeringsystems.Accessibletoengineeringstudents,appliedmathematicians,andpracticingengineers,thetextpresentsthecentralconceptsandmethodsofoptimalestimationtheoryandappliesthemethodstoproblemswithvaryingdegreesofanalyticalandnumericaldifficulty.Differentapproachesareoftencomparedtoshowtheirabsoluteandrelativeutility.Theauthorsalsoofferprototypealgorithmstostimulatethedevelopmentandproperuseofefficientcomputerprograms.MATLAB(R)codesfortheexamplesareavailableonthebook'swebsite.NewtotheSecondEditionWithmorethan100pagesofnewmaterial,thisreorganizededitionexpandsuponthebest-sellingoriginaltoincludecomprehensivedevelopmentsandupdates.Itincorporatesnewtheoreticalresults,anentirelynewchapteronadvancedsequentialstateestimation,andadditionalexamplesandexercises.Anidealself-studyguideforpracticingengineersaswellasseniorundergraduateandbeginninggraduatestudents,thebookintroducesthefundamentalsofestimationandhelpsnewcomerstounderstandtherelationshipsbetweentheestimationandmodelingofdynamicalsystems.Italsoillustratestheapplicationofthetheorytoreal-worldsituations,suchasspacecraftattitudedetermination,GPSnavigation,orbitdetermination,andaircrafttracking.
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