Grid based nonlinear estimation and its applications Cover; Title Page; Copyright Page; Table of Contents; Preface; 1: Introduction; 1.1 Random Variables and Random Process; 1.2 Gaussian Distribution; 1.3 Bayesian Estimation; References; 2: Linear Estimation of Dynamic Systems; 2.1 Linear Discrete Time Kalman Filter; 2.2 Information Kalman Filter; 2.3 The Relation Between the Bayesian Estimation and Kalman Filter; 2.4 Linear Continuous Time Kalman Filter; References; 3: Conventional Nonlinear Filters; 3.1 Extended Kalman Filter; 3.2 Iterated Extended Kalman Filter; 3.3 Point Mass Filter; 3.4 Particle Filter; 3.5 Combined Particle Filter