「最佳化狀態估測」教學資源 （Teaching
Material of Optimal State Estimation）
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＊ 賺錢不容易，寫書肯定更難。 以下優良參考書籍，希望同學多多選購 ＊
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Tutorials and Sample Code（by
Prof. Dan Simon）：
Kalman filtering (pdf, 425 KB), nonlinear fitlering (pdf, 227 KB), and H-infinity filtering (pdf, 432 KB).
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References on ‘Probability or Stochastic’:
1.
Introduction to Probability Models, Sheldon M. Ross, Academic Press, 1989.
2.
Probability and Random Processes
–Using Matlab with Applications to Continuous and Discrete Time Systems, Donald G. Childers, ISBN: 0256133611, 1997.
3.
Probability and
Stochastic Processes – A Friendly
Introduction for Electrical and Computer Engineers, Roy D. Yates
& David J. Goodman, John Wiley & Sons, 1999.
4.
Probability, Random Variables, and Random Signal
Principles, Peyton Z. Peebles
Jr, McGraw-Hill Education, 2000.（隨機程序與機率，第四版，楊政穎、陳伯岳 譯，滄海書局）
5.
Statistics for Business and Economics, 10e, David R. Anderson, Dennis J. Sweeney, Thomas
A. Williams. （統計學，第十版，陳可杰 等 譯，滄海書局）
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References:
1.
Applied Optimal Estimation, Edited
by Arthur Gelb, The MIT Press, 1974.
2.
Optimal Estimation – with an introduction to
stochastic control theory, Frank L. Lewis, Wiley-Interscience, April
1986.
3. Introduction
to Random Signals and Applied Kalman Filtering – with Matlab Exercises and
Solutions , Robert Grover
Brown & Patrick Y. C. Hwang, Ver. 3, 1997.
4.
Optimal State Estimation
– Kalman, H-inf, and Nonlinear Approaches, Dan Simon, Wiley-Interscience, 2006.
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Wonderful Links:
1.
Personal Web-Site
of Prof. Dan Simon.
2.
國立高雄應用科大 王冠智 教授（Luke K. Wang 或 Kuanchih Wang) ） http://www2.ee.kuas.edu.tw/~lwang/