CDS 110b: State Estimation

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CDS 110b

Schedule

Project

FAQ

Reading

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.

Course Materials

Lecture 1 Syllabus Lecture Presentation (MP3) HW #1

Lecture 2 Lecture Presentation (MP3) Reading: AM06, Sec 7.1-7.3 dfan_est.m - sample computations for Caltech ducted fan

References and Further Reading

• K. J. Åström and R. M. Murray, Feedback Systems: An Introduction for Scientists and Engineers, Preprint, 2006. Chapter 7 - Output Feedback.
• Friedland, Chapters 7 and 8