CDS 110b: State Estimation

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CDS 110b Schedule Project

This set of lectures presents an introduction to modern (optimization-based) control design and introduces the concepts of state estimation and observers. Beginning with a definition of observability, we provide conditions under which a linear system is observable and show how to construct an observer in the case where there is no noise. We then prove the separation principle, which shows how to combine state regulation with state estimation.

References and Further Reading

  • K. J. Åström and R. M. Murray,, Princeton University Press, 2008.. Sections 7.1-7.3

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