Optimal State Estimation: Kalman, H Infinity, and Nonlinear Approaches Hardcover – 21 July 2006

I've read this book pretty much from cover to cover. I have to say the first reviewers comments about religion are way off the mark: there's a couple of pages in an appendix at the end - if you don't want to read them, you can simply ignore them. The rest of the book is excellent. I've read a couple of books on Kalman filtering now and this is by far the best. Excellent intro chapters on random variables and stats, and a very practical and useful treatment of many aspects of Kalman filtering including constraints (a particular interest of mine), h-infinity, non-linear, EKF, UKF, and so on. Great examples are used throughout that really bring it to life. And Dan gets a really good balance between readability, exposition, and the amount of rigour/mathematics used - a place were many other authors struggle i think. Don't get me wrong though: this is a serious book for people who want to study the subject in-depth. Overall, i would not hesitate to recommend this book. Had it included answers to the exercises, it would have been even better.

I first bought this book to learn about the UKF, but was pleasantly surprised to find a multitude of well presented information about the other types of Kalman filters (that I thought I knew about!). Although the examples are excellent, covering a range of practical problems, I found that the accompanying Matlab code was rather hard to follow, as it had little or no comments.I wouldn't really recommend this book to any beginners with Kalman filter, but I must say for anybody with any experience, it is certainly an invaluable text.

I saw a review of this book that gave it one star and found it to be rather unfair. This is an excellent book and I would hate to have somebody pass it by just because of one persons narrow minded opinion. I'm in no way advocating the authors religious beliefs. They are not beliefs that I share, however I don't feel that they in any way affect the contents of the book. It should be made clear that the text is not "laced" with religious dogma. There is simply one appendix which attempts to draw some connections between estimation theory and the authors christian beliefs.As far as the author's intentions, I think they are very clear. I believe he intended to provide a clear and concise introduction to estimation theory and I believe he has done an outstanding job doing so. I'm using this book as a supplementary text in a course on estimation theory and I find it to be much more helpful than the assigned text, Optimal Filtering by B. Anderson & J. Moore.

While this is a helpful textbook for anybody trying to learn more about kalman filtering, approach this book with caution.The author, professor Dan Simon, is a pious Christian, and as a result the book is laced with religious dogma which, by rights, does not belong anywhere near a scientific mathematical engineering textbook.As a result, I find myself doubting the author's intentions behind writing the book, and also doubting his professionalism. Anybody writing a textbook in this field should be able to keep their personal beliefs separate from the facts and theories of the field. And if they are incapable of doing so, it might suggest a complacency in their understanding of the science about which they are writing.