Estimation and Tracking: Principles, Techniques, and Software [Reviews and Abstracts]

his is an excellent book The preface tells us that “[tlhe text presents the material from a second semestef graduate level course on Estimation offered in the Department of Electrical and Systems Engineering [the] main goal of this course is to convey the knowledge necessary for the evaluation and design of state estimators that operate in a stochastic environment” To a great extent, the material is extracted from class lectures, but it does not suffer from the cryptic style commonly associated with lecture notes