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This text 1s designed to introduce the fundamentals of esti mation
to engineers, scientists, and applied mathematicians. The level of
the presentation should be accessible to senior under graduates and
should prove especially well-suited as a self study guide for
practicing professionals. My primary motivation for writing this
book 1s to make a significant contribution toward minimizing the
painful process most newcomers must go through in digesting and
applying the theory. Thus the treatment 1s intro ductory and
essence-oriented rather than comprehensive. While some original
material 1s included, the justification for this text lies not in
the contribution of dramatic new theoretical re sults, but rather
in the degree of success I believe that I have achieved in
providing a source from which this material may be learned more
efficiently than through study of an existing text or the rather
diffuse literature. This work is the outgrowth of the author's
mid-1960's en counter with the subject while motivated by practical
problems aSSociated with space vehicle orbit determination and
estimation of powered rocket trajectories. The text has evolved as
lecture notes for short courses and seminars given to professionals
at Pr>efaae various private laboratories and government
agencies, and during the past six years, in conjunction with
engineering courses taught at the University of Virginia. To
motivate the reader's thinking, the structure of a typical
estimation problem often assumes the following form: * Given a
dynamical system, a mathematical model is hypothesized based upon
the experience of the investigator.
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