Optimal State Estimation: Kalman, H Infinity, and Nonlinear Approaches

by Dan Simon

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

Genres: Engineering, Mathematics, Science

553 pages, Kindle Edition

First published January 1, 2006

Reviews

[Anas I.Abu-lehia · Rating 5 out of 5]

Probably, the best book explains estimation theory starting from the very basics needed foundations in maths and deep dig into Kalman filter; the most important algorithm of 20th century.
The mathematical derivation of formulas is very nice and simple, all detailed steps are listed, which makes reading it very easy without the need to revisit other resources, also very nice and exciting Appendices. Also, if you google the book, it has about 7000 citations.

[Guillermina · Rating 4 out of 5]

Very clearly written and well organized. I felt it had a special focus on how methods are related and derived. It is aimed at engineers and the methods are not presented from the statistical point of view, though.

[Kiet Huynh · Rating 5 out of 5]

More intuitive than Probabilistic Robotics

[Steve]

This book addresses Kalman filtering, and Peter Molenaar suggested it. It's cool -- I can (with the assistance of audio files from Molenaar's lectures on the text) actually understand this material, despite how dense and difficult would be otherwise.

Dan Simon seems very strange. Appendix C is about State Estimation and The Meaning of Life. In it, he talks about how he knows god exists and relates this to mathematics, but in such a superficial way that one can't take it seriously. There's essays on mathematics and Christianity on his web site.