"The major focus of the book is on the anlysis, design and implementation of stochastic dynamic system estimation from measured data sequences and sugnals. Aircraft tracking is used as a concrete vehicle to illustrate the the reflection of physical system requirements into a corresponding mathematical framework. The book may appropriately serve the purpose of connecting the traditionally mathematically abstract problem formulation and iterative algorithmic solutions to real world situations, criteria and physical constraints. Central to the overall purpose, the book derives the discrete-time Kalman filter, ... analyzes its properties, ... determination of consistency, ... the filter's likelihood function is introduced as well. The filters are given analytical interpretations, especially in terrms of design parameters. The use of multiple models to solve adaptive estimation is proposed and justified ... to provide systematic basis on switching models. The book uses a novel format that should enable instructors to efficiently export the material onto viewgraphs. A valuable accompanying software ... gives the student a chance to apply the theory to simulate nontrivial problems. It includes flexible model formulation and adjustment of design parameters, along with a facility for performing statistical significance tests."
"The basics of standard estimation are combined with the latest adaptive techniques in order to elucidate evaluation and design of state estimators that operate in a stochastic environment. Attention is given to linear estimation in ststic systems, linear dynamic systems with random inputs, state estimation in discrete time linear dynamic systems, and computational aspects of estimation. Other topics include extensions of discrete time linear estimation, continuous time linear estimation, estimation for nonlinear dynamic systems, and adaptive estimation and maneuvering targets."
"Professor Bar-Shalom is one of the world's experts in this field... A major attraction of this book is the realistic examples, using sensors including radar, sonar, passive infrared... It is clearly written, buzzword-free and a pleasure to read... (with) humorous and insightful nuggets sprinkled throughout the text... (This) book helps balance the literature by deriving practical algorithms using mathematics that is relevant and readily accessible to engineers...."
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