Optimal Estimation of Dynamic Systems, Second Edition

John L. Crassidis, John L. Junkins

October 26, 2011 by Chapman and Hall/CRC
Reference - 749 Pages - 117 B/W Illustrations
ISBN 9781439839850 - CAT# K11836
Series: Chapman & Hall/CRC Applied Mathematics & Nonlinear Science

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  • Presents rigorous, detailed treatments of least squares and Kalman filtering
  • Discusses several advanced estimation concepts, such as multiple-model adaptive estimation and unscented, particle, Gaussian sum, and ensemble filtering
  • Applies estimation theory to actual dynamic systems, including flight paths, space orbits, and machine control
  • Includes tables for all algorithms to enable quick access for programming purposes
  • Integrates the required prerequisites (matrix properties, probability, statistics, and optimization methods) in the appendices
  • Contains 350 analytical and computer-based problems
  • Provides the MATLAB codes for all examples on the book’s website


Optimal Estimation of Dynamic Systems, Second Edition highlights the importance of both physical and numerical modeling in solving dynamics-based estimation problems found in engineering systems. Accessible to engineering students, applied mathematicians, and practicing engineers, the text presents the central concepts and methods of optimal estimation theory and applies the methods to problems with varying degrees of analytical and numerical difficulty. Different approaches are often compared to show their absolute and relative utility. The authors also offer prototype algorithms to stimulate the development and proper use of efficient computer programs. MATLAB® codes for the examples are available on the book’s website.

New to the Second Edition
With more than 100 pages of new material, this reorganized edition expands upon the best-selling original to include comprehensive developments and updates. It incorporates new theoretical results, an entirely new chapter on advanced sequential state estimation, and additional examples and exercises.

An ideal self-study guide for practicing engineers as well as senior undergraduate and beginning graduate students, the book introduces the fundamentals of estimation and helps newcomers to understand the relationships between the estimation and modeling of dynamical systems. It also illustrates the application of the theory to real-world situations, such as spacecraft attitude determination, GPS navigation, orbit determination, and aircraft tracking.