Applied Optimal Estimation

Book Details:

• Publisher: MIT Press

• Author: Arthur Gelb

• Language: English

• Binding: Paperback

• Edition: 1st Edition

• ISBN: 9780262570480

• Number of Pages: 374

• Dimensions: 8.7 x 6.0 x 1.0 inches

• Release Date: 15-05-1974

About The Book:

"Applied Optimal Estimation" by Arthur Gelb is a groundbreaking text that focuses on the practical application of optimal estimation techniques in engineering, making it highly valuable for those working with large-scale systems. Unlike most texts in the field that emphasize mathematical theory, Gelb’s work places a major emphasis on practical, real-world applications, making it a unique resource for engineers, applied scientists, and students.

Gelb and his team at The Analytic Sciences Corporation (TASC) use heuristic arguments and physical insights, making complex concepts more accessible. The book explains the underlying mathematics of random processes, state-space characterization, filtering, smoothing, prediction, and more in a straightforward, practical way. Numerous illustrative examples, many from actual applications, are included to aid understanding.

The book also provides problems with “built-in” answers at the end of each chapter, supporting self-study and helping readers master the material. With a focus on both linear and nonlinear systems, as well as continuous and discrete-time cases, this book ensures a comprehensive understanding of optimal estimation techniques.

Key Features:

• Practical Focus: Major emphasis on real-world applications of optimal estimation rather than pure mathematical theory.

• Self-Contained: Written for readers without prior knowledge of the field, with sufficient development of theoretical concepts.

• Illustrative Examples: Many examples based on actual applications to enhance concrete understanding.

• Self-Study Friendly: Problems with answers at the end of each chapter to aid learning and self-assessment.

• Coverage of Key Topics: Includes filtering, smoothing, prediction, and the application of covariance analysis to nonlinear systems.

• Comprehensive: Covers both linear and nonlinear systems, continuous and discrete-time cases, and suboptimal structures.

Ideal for:

• Engineers and Practitioners: Those working with large-scale systems or in fields where optimal estimation techniques are applied.

• Students and Educators: A comprehensive and approachable text for those studying or teaching applied optimal estimation and related fields.

• Researchers: Those exploring new developments in optimal estimation and looking for practical, application-focused theory.

Conclusion:

"Applied Optimal Estimation" by Arthur Gelb is an essential resource for anyone working with optimal estimation in engineering and related fields. By blending practical applications with theoretical foundations, Gelb has created a text that bridges the gap between theory and practice, making complex concepts accessible to a broad audience. Whether you're an engineer, researcher, or student, this book will provide you with a solid foundation in optimal estimation techniques, complemented by real-world examples and problem sets.