System state estimation in the presence of noise is critical for control systems, signal processing, and many other applications in a variety of fields. Develop

Kalman filtering seems quite simple in concept, requires no command of, or special skills in abstract mathematics, and has been discussed in abundance during th

A bottom-up approach that enables readers to master and apply the latest techniques in state estimation This book offers the best mathematical approaches to est

This book offers an intuitive approach to random processes and educates the reader on how to interpret and predict their behavior. Premised on the idea that new