When solving the control and design problems in aerospace and naval engi neering, energetics, economics, biology, etc., we need to know the state of investigated dynamic processes. The presence of inherent uncertainties in the description of these processes and of noises in measurement devices leads to the necessity to construct the estimators for corresponding dynamic systems. The estimators recover the required information about system state from mea surement data. An attempt to solve the estimation problems in an optimal way results in the formulation of different variational problems. The type and complexity of these variational problems depend on the process model, the model of uncertainties, and the estimation performance criterion. A solution of variational problem determines an optimal estimator. Howerever, there exist at least two reasons why we use nonoptimal esti mators. The first reason is that the numerical algorithms for solving the corresponding variational problems can be very difficult for numerical imple mentation. For example, the dimension of these algorithms can be very high.

Most newcomers to the field of linear stochastic estimation go through a difficult process in understanding and applying the theory.This book minimizes the process while introducing the fundamentals of optimal estimation. Optimal Estimation of Dynamic Systems explores topics that are important in the field of control where the signals receiv

Abstract: "In this paper we propose a new class of output feedback variable structure controllers and state estimators (observers) for uncertain dynamic systems with bounded uncertainties. No statistical information about the uncertain elements is assumed. A variable structure systems (VSS) approach together with the geometric approach to the analysis and synthesis of system zeros are employed in the synthesis of the proposed output feedback controllers and state estimators. The role of system zeros in the output feedback stabilization and state estimation, using the VSS approach, is discussed. Numerical examples included illustrate the feasibility of the proposed stabilization and state estimation schemes."