View source for CDS 110b: Nonlinear Estimation

{{cds110b-wi07}}
An important emerging application of state estimation is to problems in which nonlinear dynamics and non-Gaussian noise are present.  We briefly summarize some of the techniques for "nonlinear" estimation and provide examples of applications of this work.

== Course Materials ==
* {{cds110b-wi07 pdfs|L5-1_mhe+apps.pdf|Monday lecture presentation}} ([http://www.cds.caltech.edu/~murray/courses/cds110/wi07/mp3/29Jan07.mp3 MP3])

== References and Further Reading ==
* [http://gc.caltech.edu/media//papers/teamcaltech-jfr06.pdf Alice: An Information-Rich Autonomous Vehicle for High-Speed Desert Navigation], Cremean et al.  ''Journal of Field Robotics'', 2006.  This article provides an overview of Alice's architecture and operation.

* [http://ieeexplore.ieee.org/xpls/abs_all.jsp?isnumber=26479&arnumber=1178905&count=27&index=5 Constrained State Estimation for Nonlinear Discrete-Time Systems: Stability and Moving Horizon Approximations], C.V. Rao, J.B. Rawlings, and D.Q. Mayne, ''IEEE Transactions on Automatic Control'', vol.48, no.2, 2003. 

* [[NCS: Moving Horizon Estimation|CDS 270-2 (Networked Control Systems) page on Moving Horizon Estimation]]

== Frequently Asked Questions ==