Stochastic Models, Estimation and Control

This book aims to develop a thorough understanding of the fundamental concepts of stochastic processes , estimation and control and also gives experiences and insights into the application of the theory. Formulae and graphs throughout. Chapters cover deterministic system models, probability theory and static models, stochastic processes and linear dynamic system models, optimal filtering with linear system models, design and performance analysis of Kalman filters and square root filtering. Copyright © Academic Press.