October 2011
Intermediate to advanced
749 pages
23h 36m
English
Content preview from Optimal Estimation of Dynamic Systems, 2nd Edition
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3
Sequential State Estimation
The advancement and perfection of mathematics are intimately con-
nected with the prosperity of the State.
—Napoleon
I
n the developments of the previous chapters, estimation concepts are formulated
and applied to systems whose measured variables are related to the estimated pa-
rameters by algebraic equations. The present chapter extends these results to allow
estimation of parameters embedded in the model of a dynamic system,wherethe
model usually includes both algebraic and differential equations. We will find that
the sequential estimation results of §1.3 and the probability concepts introduced in
Chapter 2, developed
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