John L. Crassidis

John L. Junkins

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.

Optimal Estimation of Dynamic Systems, Second Edition

Most newcomers to the field of linear stochastic estimation go through a difficult process in understanding and applying the theory.This book minimizes the process while introducing the fundamentals of optimal estimation. Optimal Estimation of Dynamic Systems explores topics that are important in the field of control where the signals received are used to determine highly sensitive processes such as the flight path of a plane, the orbit of a space vehicle, or the control of a machine. The authors use dynamic models from mechanical and aerospace engineering to provide immediate results of estimation concepts with a minimal reliance on mathematical skills. The book documents the development of the central concepts and methods of optimal estimation theory in a manner accessible to engineering students, applied mathematicians, and practicing engineers. It includes rigorous theoretial derivations and a significant amount of qualitiative discussion and judgements. It also presents prototype algorithms, giving detail and discussion to stimulate development of efficient computer programs and intelligent use of them. This book illustrates the application of optimal estimation methods to problems with varying degrees of analytical and numercial difficulty. It compares various approaches to help develop a feel for the absolute and relative utility of different methods, and provides many applications in the fields of aerospace, mechanical, and electrical engineering.

Optimal Estimation of Dynamic Systems

F. Landis Markley

This book explores topics that are central to the field of spacecraft attitude determination and control. The authors provide rigorous theoretical derivations of significant algorithms accompanied by a generous amount of qualitative discussions of the subject matter. The book documents the development of the important concepts and methods in a manner accessible to practicing engineers, graduate-level engineering students and applied mathematicians. It includes detailed examples from actual mission designs to help ease the transition from theory to practice and also provides prototype algorithms that are readily available on the author’s website. Subject matter includes both theoretical derivations and practical implementation of spacecraft attitude determination and control systems. It provides detailed derivations for attitude kinematics and dynamics and provides detailed description of the most widely used attitude parameterization, the quaternion. This title also provides a thorough treatise of attitude dynamics including Jacobian elliptical functions. It is the first known book to provide detailed derivations and explanations of state attitude determination and gives readers real-world examples from actual working spacecraft missions. The subject matter is chosen to fill the void of existing textbooks and treatises, especially in state and dynamics attitude determination. MATLAB code of all examples will be provided through an external website.

John L. Crassidis

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