Developments in sensor and processor sophistication have created a need for effective estimation and control algorithms for hybrid, nonlinear systems. This book presents an effective, flexible family of estimation algorithms that can be used in estimating or controlling a variety of nonlinear plants. Several applications are studied, including tracking a manoeuvring aircraft, automatic target recognition, and the decoding of signals transmitted across a wireless communications link. The authors begin by setting out the necessary theoretical background and then develop a practical, finite-dimensional approximation to an optimal estimator. Throughout the book, they illustrate theoretical results by simulation of control and estimation in real-world hybrid systems, drawn from a variety of engineering fields. The book will be of great interest to graduate students and researchers in electrical and computer engineering. It will also be a useful reference for practising engineers involved in the design of estimation, tracking or wireless communications systems.

This textbook provides a comprehensive and current understanding of signal detection and estimation, including problems and solutions for each chapter. Signal detection plays an important role in fields such as radar, sonar, digital communications, image processing, and failure detection. The book explores both Gaussian detection and detection of Markov chains, presenting a unified treatment of coding and modulation topics. Addresses asymptotic of tests with the theory of large deviations, and robust detection. This text is appropriate for students of Electrical Engineering in graduate courses in Signal Detection and Estimation.

Hidden Markov Models (HMMs), although known for decades, have made a big career nowadays and are still in state of development. This book presents theoretical issues and a variety of HMMs applications in speech recognition and synthesis, medicine, neurosciences, computational biology, bioinformatics, seismology, environment protection and engineering. I hope that the reader will find this book useful and helpful for their own research.