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.
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References
Ibramovic, I.A., Has’minskii, R.Z., (1981) Statistical Estimation,Springer-Verlag, New York
Loève, M., Probability Theory,Springer-Verlag, New York, (1978)
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Bensoussan, A. (2018). Estimation Theory. In: Estimation and Control of Dynamical Systems. Interdisciplinary Applied Mathematics, vol 48. Springer, Cham. https://doi.org/10.1007/978-3-319-75456-7_4
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DOI: https://doi.org/10.1007/978-3-319-75456-7_4
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