
Preface
T
his text is designed to introduce the fundamentals of estimation to engineers,
scientists, and applied mathematicians. This text is a rewriting of the first edition
written by the current authors in 2004, which was the follow-up to the original esti-
mation book by the second author in 1978. The current text expands upon the past
treatment to provide more comprehensive developments and updates, including new
theoretical results in the area. It includes over 100 pages of new material, which are
mostly devoted to an entirely new chapter on advanced sequential state estimation.
Several new examples and exercises have been added as well. The lev ...