“Kalman filtering (KF) is a wide class of algorithms designed, in words selected from this outstanding book, ‘to obtain an optimal estimate’ of the state of a system from information in the presence of noise. ... It is also written to serve as a reference for engineers ... . The book has my highest recommendation, and it will reward readers for careful and iterative study of its text and well-designed exercises.” (Computing Reviews, October, 2017)

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