Chapter 1 provides an informal introduction to the general subject matter by way
of its history of development and application. Chapters 2 and 3 and Appendix B cover
the essential background material on linear systems, probability, stochastic processes,
and modeling. These chapters could be covered in a senior-level course in electrical,
computer, and systems engineering.
Chapter 4 covers linear optimal filters and predictors, with detailed examples of
applications. Chapter 5 is a new tutorial-level treatment of optimal smoothing