Optimal State Estimation: Kalman, H Infinity, and Nonlinear Approaches
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.
Applied Mathematics | Control Theory
Simon, Daniel J., "Optimal State Estimation: Kalman, H Infinity, and Nonlinear Approaches" (2006). Scholarship Collection. 91.