Applied Optimal Estimation

Edited by Arthur Gelb

This is an excellent introduction to optimal estimation and Kalman filtering that has become a classic in the field. Below you will find are a few notes and some problems from the book I had time to write up.

More information about this book can be found here.

Download Notes and Book Solutions.

Code developed while working on this book:
As always, I am interested in hearing back if any errors are found to exist.
John Weatherwax
Last modified: Thu Feb 1 09:17:36 EST 2007