Control Theory, Second Edition

19.6: State estimation

19.6 State estimation

Two seminal papers, Kalman (1960) and Kalman and Bucy (1963), lay firm foundations for everything that has followed since. The mathematical background is covered by Ruymgaart and Soong (1985). Other suggested references are Grover-Brown and Hwang (1992), Lee (1964), Middleton and Goodwin (1990), Norgaard et al. (2000), Saridis (1995) and S derstr m (2002).

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