Optimal Estimation of Dynamic Systems
Second Edition
John L. Crassidis
John L. Junkins



Optimal Estimation of Dynamic Systems (2nd Edition) provides a significant contribution toward minimizing the painful process most newcomers must go through in digesting and applying estimation theory. Unlike most books written on the subject, this new book presents a solid bridge between theoretical derivations and practical applications to dynamic systems. This work is the outgrowth of the authors’ multiple encounters with the subject while motivated by practical problems with spacecraft attitude determination and control, aircraft navigation and tracking, orbit determination, powered rocket trajectories, photogrammetry applications, and identification of vibratory systems. Several examples and problems related to these applications are given throughout the book, which provide diverse applications across many fields.

All of the examples shown in the text have been programmed and simulated using MATLAB. It has been our experience that to thoroughly understand the intricacies of a subject as diverse as estimation theory, one must learn from basic fundamentals first. Although computer routines can provide some insights to the subject, we feel that they may hinder rigorous theoretical studies that are required to properly comprehend the material. Therefore, we strongly encourage students to program their own computer routines, using the codes provided from this website for verification purposes only.

If you have any comments or corrections, please feel free to email the authors. The MATLAB codes are sorted by chapter and by example number. Each example file provides a list of other files that must be downloaded as well.

Corrections to the book can be found here.

Limit of Liability/Disclaimer of Warranty: The computer programs are provided as a service to readers. While the authors have used their best efforts in preparing these programs, they make no representation or warranties with respect to the accuracy or completeness of the programs. The book publisher (CRC Press), the authors, the authors' employers (University at Buffalo and Texas A&M University), or MathWorks, Inc. shall not be liable for any loss of profit or any other commercial or noncommercial damages, including, but not limited to, special, incidental, consequential, or other damages.