Optimal state estimation
by Dan Simon · first published 2006
2mentions
2recommended by
2HN commenters
2015–2025first – last mentioned
100% recommend
A bottom-up approach that enables readers to master and apply the latest techniques in state estimation This book offers the best mathematical approaches to estimating the state of a general system. The author presents state estimation theory clearly and rigorously, providing the right amount of advanced material, recent research results, and references to enable the reader to apply state estimation techniques confidently across a variety of fields in science and engineering. While there are other textbooks that treat state estimation, this one offers special features and a unique perspe
Affiliate links. As an Amazon Associate I earn from qualifying purchases.
In a past life, when I was mixing GPS, accelerometer, gyros, and tachometer sensors, Aided Navigation by Jay A Farrel (http://www.amazon.com/Aided-Navigation-High-Rate-Sensors/dp/...) was super handy. Optimal State Estimation by Dan Simon helped, too: http://www.amazon.com/Optimal-State-Estimation-Nonlinear-App...
on “The magic of the Kalman filter, in pictures” ↗This is more or less the approach that is taken by Dan Simon's "Optimal State Estimation" book that I came here to recommend: https://academic.csuohio.edu/simon-daniel/state-estimation/ All the prerequisites are covered prior to introducing the Kalman filter in chapter 5. Although Simon does…
on “Kalman Filter Tutorial” ↗