The book is organized for use as a text for an introductory course in stochastic

processes at the senior level and as a?rst-year graduate-level course in Kalman

?ltering theory and application.It could also be used for self-instruction or for

purposes of review by practicing engineers and scientists who are not intimately

familiar with the subject.The organization of the material is illustrated by the

following chapter-level dependency graph,which shows how the subject of each

chapter depends upon material in other chapters.The arrows in the?gure indicate

the recommended order of study.Boxes above another box and connected by arrows

indicate that the material represented by the upper boxes is background material for

the subject in the lower box.