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Optimal Estimation of Dynamic Systems is written by John L. Crassidis and published by CRC Press. It's available with International Standard Book Number or ISBN identification 1040059635 (ISBN 10) and 9781040059630 (ISBN 13).
An ideal self-study guide for practicing engineers as well as senior undergraduate and beginning graduate students, this book highlights the importance of both physical and numerical modeling in solving dynamics-based estimation problems found in engineering systems, such as spacecraft attitude determination, GPS navigation, orbit determination, and aircraft tracking. With more than 100 pages of new material, this reorganized and expanded edition incorporates new theoretical results, a new chapter on advanced sequential state estimation, and additional examples and exercises. MATLAB codes are available on the book's website.