Estimation with Applications to Tracking and Navigation: Theory Algorithms and Software (A Wiley-Interscience publication)

Expert coverage of the design and implementation of state estimation algorithms for tracking and navigation Estimation with Applications to Tracking and Navigation treats the estimation of various quantities from inherently inaccurate remote observations. It explains state estimator design using a balanced combination of linear systems, probability, and statistics. The authors provide a review of the necessary background mathematical techniques and offer an overview of the basic concepts in estimation. They then provide detailed treatments of all the major issues in estimation with a focus on applying these techniques to real systems. Other features include: * Problems that apply theoretical material to real-world applications * In-depth coverage of the Interacting Multiple Model (IMM) estimator * Companion DynaEst(TM) software for MATLAB(TM) implementation of Kalman filters and IMM estimators * Design guidelines for tracking filters Suitable for graduate engineering students and engineers working in remote sensors and tracking, Estimation with Applications to Tracking and Navigation provides expert coverage of this important area.

Expert coverage of the design and implementation of state estimation algorithms for tracking and navigation

Estimation with Applications to Tracking and Navigation treats the estimation of various quantities from inherently inaccurate remote observations. It explains state estimator design using a balanced combination of linear systems, probability, and statistics.

The authors provide a review of the necessary background mathematical techniques and offer an overview of the basic concepts in estimation. They then provide detailed treatments of all the major issues in estimation with a focus on applying these techniques to real systems. Other features include:

* Problems that apply theoretical material to real-world applications

* In-depth coverage of the Interacting Multiple Model (IMM) estimator

* Companion DynaEst(TM) software for MATLAB(TM) implementation of Kalman filters and IMM estimators

* Design guidelines for tracking filters

Suitable for graduate engineering students and engineers working in remote sensors and tracking, Estimation with Applications to Tracking and Navigation provides expert coverage of this important area.

Booknews

Presenting the material from a graduate-level course on theory and computational algorithms of estimation in the Department of Electrical and Computer Engineering at the University of Connecticut, this text covers the design and evaluation of state estimation algorithms that operate in a stochastic environment. The algorithms are used for information extraction systems, remote sensing of moving objects, and other applications. Knowledge of linear systems and probability theory at the first-semester graduate level is assumed. Annotation c. Book News, Inc., Portland, OR

"Estimation with Applications to Tracking and Navigation treats the estimation of various quantities from inherently inaccurate remote observations. It explains state estimator design using a balanced combination of linear systems, probability, and statistics." "The authors provide a review of the necessary background mathematical techniques and offer an overview of the basic concepts in estimation. They then provide detailed treatments of all the major issues in estimation with a focus on applying these techniques to real systems." "Suitable for graduate engineering students and engineers working in remote sensors and tracking, Estimation with Applications to Tracking and Navigation provides expert coverage of this important area."--Jacket Estimation with Applications to Tracking & Navigation 1 Copyright 4 Contents 7 Preface 15 Nomenclature 19 Ch1 Introduction 23 Ch2 Basic Concepts in Estimation 111 Ch3 Linear Estimation in Static Systems 143 Ch4 Linear Dynamic Systems with Random Inputs 201 Ch5 State Estimation in Discrete-Time Linear Dynamic Systems 221 Ch6 Estimation for Kinematic Models 289 Ch7 Computational Aspects of Estimation 323 Ch8 Extensions of Discrete-Time Linear Estimation 341 Ch9 Continuous-Time Linear State Estimation 363 Ch10 State Estimation for Nonlinear Dynamic Systems 393 Ch11 Adaptive Estimation & Maneuvering Targets 443 Ch12 Introduction to Navigation Applications 513 Bibliography 559 Index 569 Estimation is the process of inferring the value of a quantity of interest from indirect, inaccurate and uncertain observations.