Abstract :
This book contains one of the best introductions to discrete time nonlinear filtering and tracking that one can find. It is well structured, theoretically solid, and covers both background theory as well as the majority of the important algorithms in the field. Historically, the primary application of this theory is positioning using radar and sonar. Nowadays, its applications go far beyond that; indoor and outdoor positioning using videos as well as navigation of people or measurement equipment are examples mentioned in the book. The prerequisites to read this book are fairly basic, and anyone with a fundamental understanding of statistics and matrix algebra should be able to read it. It can certainly be recommended to master and doctoral students, as well as many people working in the field.
