Recent developments in sensor and processor sophistication have created a need for effective estimation and control algorithms for hybrid, nonlinear systems. This volume presents a highly effective, flexible family of estimation algorithms that can be used in estimating or controlling a wide variety of nonlinear plants. Several applications are studied, including tracking a maneuvering aircraft, automatic target recognition, and the decoding of signals transmitted across a wireless communications link. The authors begin by setting out the necessary theoretical background. They then develop a practical, finite-dimensional approximation to an optimal estimator. Throughout the chapters they illustrate theoretical results by simulation of control and estimation in real-world hybrid systems, drawn from a variety of engineering fields. The book will be of great interest to graduate students and researchers in electrical and computer engineering. It will also be a useful reference for practicing engineers involved in the design of estimation, tracking or wireless communications systems.