Estimation Theory

Alain Bensoussan

doi:10.1007/978-3-319-75456-7_4

Estimation Theory

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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.

Original language	English
Title of host publication	Estimation and Control of Dynamical Systems
Editors	Alain Bensoussan
Publisher	Springer, Cham
Chapter	4
Pages	45-78
ISBN (Electronic)	978-3-319-75456-7
ISBN (Print)	978-3-319-75455-0
DOIs	https://doi.org/10.1007/978-3-319-75456-7_4
Publication status	Published - 2018

Publication series

Name	Interdisciplinary Applied Mathematics
Volume	48
ISSN (Print)	0939-6047
ISSN (Electronic)	2196-9973

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AB - 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.

U2 - 10.1007/978-3-319-75456-7_4

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Estimation Theory

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