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Preface. Foreword. Abbreviations. Mathematical Notations. Introduction. Basic Concepts in Estimation. Linear Estimation in Static Systems. Linear Dynamic Systems with Random Inputs. State Estimation in Discrete Time Linear Dynamic Systems. Estimation for Kinematic Models. Computational Aspects of Estimation. Extensions of Discrete Time Linear Estimation. Continuous Time Linear State Estimation. State Estimation for Nonlinear Dynamic Systems. Adaptive Estimation and Maneuvering Targets. Introduction to Navigation Applications. Bibliography. Index.