Optimal State Estimation and Control

1. Linear Systems Theory , 2. Probability Theory , 3. Least Squares Estimation , 4. Propagation of States and Covariances , 5. The Discrete-time Kalman Filter , 6. Alternate Kalman Filter Formulations , 7. Kalman Filter Generalizations , 8. The Continuous-time Kalman Filter , 9. Optimal Smoothing , 10. Additional Topics in Kalman Filtering , 11. The H, Filter , 12. Additional Topics in H, Filtering , 13. Nonlinear Kalman Filtering , 14. The Unscented Kalman Filter , 15. The Particle Filter.