Optimal Estimation of Dynamic Systems (Chapman & Hall/CRC Applied Mathematics & Nonlinear Science)
A nice feature of this book is that it makes the effort to explain the underlying principles behind the formula for each algorithm; the relationship between different algorithms is equally well addressed. … The text is a good combination of theory and practice. It will be a valuable addition to references for academic researchers and industrial engineers working in the field of estimation. It will also serve as a useful reference for graduate courses in control and estimation.- AIAA Journal, Vol. 43, No. 1, January 2005