By E. W. Kamen PhD, J. K. Su PhD (auth.)
This publication, constructed from a suite of lecture notes by way of Professor Kamen, and because accelerated and subtle via either authors, is an introductory but accomplished examine of its box. It includes examples that use MATLAB® and lots of of the issues mentioned require using MATLAB®. the first goal is to supply scholars with an in depth assurance of Wiener and Kalman filtering besides the improvement of least squares estimation, greatest chance estimation and a posteriori estimation, in accordance with discrete-time measurements. within the research of those estimation options there's powerful emphasis on how they interrelate and healthy jointly to shape a scientific improvement of optimum estimation. additionally integrated within the textual content is a bankruptcy on nonlinear filtering, targeting the prolonged Kalman filter out and a recently-developed nonlinear estimator in keeping with a block-form model of the Levenberg-Marquadt Algorithm.