then shown to be density-weighted integrals of nonlinear functions. The book also presents a methodology that makes implementation of the estimation methods simple (or, rather, simpler than they have been in the past). Each algorithm is accompanied by a block diagram that illustrates how all parts of the tracking filter are linked in a never-ending chain, from initialization to the loss of track. These filter block diagrams provide a ready picture for implementing the algorithms into programmable code. In addition, four completely worked out case studies give readers examples of implementation, from simulation models that generate noisy observations to worked-out applications for all tracking algorithms. This book also presents the development and application of track performance metrics, including how to generate error ellipses when implementing in real-world applications, how to calculate RMS errors in simulation environments, and how to calculate Cramer-Rao lower bounds for the RMS errors. These are also illustrated in the case study presentations"-- |