ABSTRACT
A state without the means of some change is without the means of its conservation. Burke, Edmund
THE previous chapter allows estimation of the states in the model of a dynamicalsystem using sequential measurements. We found that the sequential estimation results of §1.3 and the probability concepts introduced in Chapter 2, developed for estimation of algebraic systems, remain valid for estimation of dynamical systems upon making the appropriate new interpretations of the matrices involved in the estimation algorithms. Specifically, taking a measurement at the current time and an estimate of the state at the previous time with knowledge of its error properties, the methods of Chapter 5 are used to produce a state estimate of the dynamic system at the current time. In this chapter the results of the previous chapter are extended to batch state estimation. The disadvantage of batch estimation methods is they cannot be implemented in real time; however, they have the advantage of providing state estimates with a lower error-covariance than sequential methods. This may be extremely helpful when accuracy is an issue, but real-time application is not required.
