Filtering

Abstract

Practically it is almost impossible to have the complete access to the state vector either for control or for any other purpose. The reason for that is that sometimes the technology is not available to measure some state variables or even if the technology is there, the resulting control system may be over the budget constraint which may result in costly system. An alternative to overcome these limitations (non measurable state variables, non availability of the technology, etc.) is to use the filtering technique that can provide an estimate of the complete state vector or some non measurable state variables.