Estimation Theory

Abstract

Estimation is very much related to control theory. We have already seen many connections, for example in the presentation of controllability and observability. In practice also, the engineer will have to mix estimation and decision-making. There is, however, a current tendency to consider estimation as a branch of statistics, rather than as a part of control theory. We believe that students should learn both. This is the motivation of this chapter and the next. Of course, they can be perused rapidly on a first reading.