Optimal Estimation of Dynamic Systems

This book introduces the fundamental ideas of linear stochastic estimation or what is more commonly known as optimal estimation. These ideas are important in the field of control where the signals received are noisy and used to determine the flight path of a plane, orbit of a space vehicle or the control of a machine. The authors provide rigorous theoretical derivations with qualitative discussion, judgments, and applications while making it accessible to the beginner. They use dynamic models from mechanical and aerospace engineering as opposed to the traditional black box to provide immediate results of estimation concepts with only a minimum reliance on mathematical skills.