Preface; Contents; Part I Estimation; Steady-State Time Constant of the Kalman Filter; 1 Kalman Equations in Steady State; 2 Steady-State Solution of First-Order Filter; 3 Dynamic Response of First-Order Filter; 4 Steady-State Solution of Second-Order Filter; 5 Summary; References; Track-to-Track Fusion in Linear and Nonlinear Systems; 1Introduction; 2Track-to-Track Fusion Configurations and the Impact of Information Feedback; 2.1T2TF without Memory; 2.2T2TF with Memory; 3Impact of Crosscorrelation on the Track-to-Track Fusion without Memory and No Feedback; 4The Information Matrix Fusion

4.1IMF with Full Communication Rate
IMFfcr4.2IMF with Reduced Communication Rate
IMFrcr; 4.3Generalized Information Matrix Fusion for Asynchronous T2TF; 5Heterogenous Track-to-Track Fusion; 5.1The Heterogenous Track-to-Track Fusion Problem ; 5.2The LMMSE Fuser; 5.3The ML Fuser; 6Example; 7Conclusions; State Dependent Difference Riccati Equation BasedEstimation for 2D Spiraling Target Maneuver; 1 Introduction; 2 Problem Statement and Approach to the Solution; 2.1 Estimator for Linear System; 2.2 Estimators for Nonlinear System; 3 The Constant Acceleration Target Maneuver Model

4 Kinematic Equations of Spiraling Target4.1 The Kinematics as a Function of Velocity; 5 The Variance and Spectrum of the Glint Noise; 6 Incorporation of the Kinematic Constraint; 6.1 Velocity Based Snap Kinematic Equation; 7 Planar Spiraling Target Maneuver Trajectory Model; 8 The SDDRE Based Discrete Estimator; 9 Simulation Results; 10 Conclusions; References; A Guaranteed Bound Filter for Polynomial Systems; 1Introduction; 2Problem Statement; 3The Data Processing Step; 4The Time Update Step; 4.1Calculating A() and B(); 5Outline of the Filter Algorithm; 6An Example; 7Summary and Conclusions

Reference Basis Model Updating
Following the Baruchand Bar-Itzhack Approach1 Introduction; 2 The General Model Updating Problem; 3 Reference Basis Model Updating; 3.1 Orthogonalization; 3.2 Stiffness Updating; 3.3 Alternative Formulation
Mass Matrix Update; 4 Generalized Reference Basis; 5 Generalized Reference Basis with Connectivity Constraints; 5.1 Connectivity; 5.2 Implicit Parameterization by Weighting Matrix Adjustment; 5.3 A Posteriori Connectivity Assignment; 6 Direct Method
Manifold Distance Minimization; 7 Conclusion; References

Stochastic Estimation and Control for Linear Systems with Cauchy Noise1Introduction; 2Scalar Estimation Problem Formulation; 3One Step; Measurement Update; Time Update; Conditional pdf Factorization; 4The General Form of the Cauchy Estimator; 4.1Numerical Example; 5Stochastic Control Problem for Cauchy Uncertainties; 5.1Deterministic-Stochastic Decomposition of the State Dynamics; 5.2Performance Index; 5.3Cauchy Model Predictive Controller; 5.4LEG Model Predictive Control; 5.5Numerical Examples; 5.6Multi-step Numerical Examples; 6Vector-State Cauchy Estimation; 6.1Formulation