Estimation with Applications to Tracking and Navigation

This text, which also doubles as a set of lecture notes available in viewgraph version (downloadable as detailed below), presents the material from a graduate-level course on Theory and Computational Algorithms for Estimation offered in the Department of Electrical and Computer Engineering at the University of Connecticut. This course is a standard requirement in the departments M.S. program in Information, Communication and Decision Systems and is meant for second-semester graduate students. The prerequisites are a solid knowledge of linear systems and probability theory at the first-semester graduate level. These, as well as some additional useful material from Statistics, are summarized for ready reference in Chapter 1 to enable readers to acquire the necessary background or review it. This makes the text completely self-contained and accessible for a person with a typical B.S.E.E. degree or equivalent.