This text set of lecture notes presents the material from a second semester graduate level course on estimation offered in the Dept. of Electrical and System Engineering at the U. of Connecticut. The main goal of the course is to convey the knowledge necessary for the evaluation and design of state estimators that operate in a stochastic environment. The material covers the topics usually taught in control-oriented EE/systems and aeronautical engineering programs. The prerequisites are a solid knowledge of linear systems and probability theory at the first semester graduate level. Annotation copyright Book News, Inc. Portland, Or.

About the Author:

YAAKOV BAR–SHALOM, PhD, is Distinguished Professor in the Department of Electrical and Computer Engineering and Director of the Estimation and Signal Processing Lab at the University of Connecticut in Storrs.
X. RONG LI, PhD, is Associate Professor in the Department of Electrical Engineering at the University of New Orleans.
THIAGALINGAM KIRUBARAJAN, PhD, is Assistant Research Professor in the Department of Electrical and Computer Engineering and Associate Director of the Estimation and Signal Processing Lab at the University of Connecticut in Storrs.

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