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Science/Engineering Stochastic Models, Estimation, and Control Volume 1
Posted on 2010-03-16
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More "Stochastic Models, Estimation, and Control Volume 1 " byPeter S. Maybeck Summary: Vol. I and II required reading Rating: 4 This textbook is the final of a 3 part series, considered to be one of the most comprehensive and definitive references regarding estimation and control theory. Together, these 3 volumes provide abroad yet sophisticated and detailed presentation aimed at engineers, with special emphasis on the inertial navigation problem and GPS applications. While clearly written and well organized, it remains a graduate level text and reader familiarity with matrix operations and probability theory is implicitly assumed throughout
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