Expert coverage of the design and implementation of state estimation algorithms for tracking and navigation. Estimation with Applications to Tracking and Navigation treats the estimation of various quantities from inherently inaccurate remote observations. It explains state estimator design using a balanced combination of linear systems, probability, and statistics. The authors provide a review of the necessary background mathematical techniques and offer an overview of the basic concepts in estimation. They then provide detailed treatments of all the major issues in estimation with a focus on applying these techniques to real systems. Other features include: - Problems that apply theoretical material to real-world applications. - In-depth coverage of the Interacting Multiple Model (IMM) estimator. - Companion DynaEst(TM) software for MATLAB(TM) implementation of Kalman filters and IMM estimators. - Design guidelines for tracking filters. ...