Optimal Estimation of Dynamic Systems explores topics that are important in the field of control where the signals received are used to determine highly sensitive processes such as the flight path of a plane, the orbit of a space vehicle, or the control of a machine. The authors use dynamic models from mechanical and aerospace engineering to provide immediate results of estimation concepts with a minimal reliance on mathematical skills. It includes rigorous theoretical derivations and a significant amount of qualitative discussion and judgments. It also presents prototype algorithms, giving detail and discussion to stimulate development of efficient computer programs and intelligent use of them.