Here is the listing of Best reference books on State Estimation: Theory and Applications.
|1. “Discrete-Time Stochastic Systems: Estimation and Contro” by Torsten Soderstrom
Book Review: This book gives an introduction to stochastic dynamic systems and also covers concepts related to its estimation and control. The book provides computer derivations for key results and also covers both state space methods and polynomial approach methods along with the similarities and differences between them. The book also provides an introduction to nonlinear aspects and analyzes them. The book also explains complex valued data processes that are used in signal processing and communication problems.
|2. “Beyond the Kalman Filter: Particle Filters for Tracking Applications” by Ristic Branko, Sanjeev Arulampalam, and Neil Gordon
Book Review: This book explains all the advancements made in particle filter theory and discusses its releveance to surveillance systems and also carries out examination of defense related applications of particle filters to nonlinear and non-Gaussian problems. The book also provides accurate and reliable nonlinear filter designs and also carries out the performance prediction of these designs. The book also carries out detection and tracking through blind Doppler zone, radar tracking, passive ranging of targets, range only tracking and extended object tracking.
|3. “Stochastic Models, Estimation and Control Vol. I” by Peter S. Maybeck
Book Review: This book contains various topics on deterministic system moels, probability theory, static models, stochastic processes, linear dynamic system models, optimal filtering, linear system models, design and performance analysis of kalman filters, square root filtering and many more. The book also carries out detection and tracking through blind Doppler zone, radar tracking, passive ranging of targets, range only tracking and extended object tracking.
|4. “Stochastic Processes and Filtering Theory” by A. H. Jazwinski|
Sanfoundry Global Education & Learning Series – Best Reference Books!