Nonlinear Estimation Software Framework in Optimal and Adaptive Control Problems

Abstract

The paper presents the use of a MATLAB based software framework designed for nonlinear state estimation of discrete-time dynamic systems in optimal and adaptive control problems. The main focus of the framework is to facilitate implementation, testing and use of various nonlinear state estimation methods. Nevertheless, due to its versatility, the framework is also suitable for adaptive control purposes. The designer of the controller can utilize any of the large number of offered estimators which provide the necessary state and parameter estimates in the form of conditional probability density function. The paper presents the possibilities of the toolbox usage in optimal and adaptive control problems. It will be demonstrated how easily and naturally an estimation problem can be described by means provided by the framework and how easily it can be fitted into and controller.