Optimal Estimation of Dynamic Systems (Advances in Applied Mathematics)

Optimal Estimation of Dynamic Systems, Second Edition highlights the importance of both physical and numerical modeling in solving dynamics-based estimation problems found in engineering systems.Accessible to engineering students, applied mathematicians, and practicing engineers, the text presents the central concepts and methods of optimal estimation theory and applies the methods to problems with varying degrees of analytical and numerical difficulty.Different approaches are often compared to show their absolute and relative utility.The authors also offer prototype algorithms to stimulate the development and proper use of efficient computer programs.MATLAB® codes for the examples are available on the book’s website. New to the Second EditionWith more than 100 pages of new material, this reorganized edition expands upon the best-selling original to include comprehensive developments and updates.It incorporates new theoretical results, an entirely new chapter on advanced sequential sta