State Estimation and Stabilization of Nonlinear Systems

The book "State Estimation and Stabilization of Nonlinear Systems" offers a comprehensive analysis of the separation principle, known as the separation principle of estimation and control. It explains how, under certain assumptions, the design of an optimal feedback controller for a stochastic system can be simplified by developing an optimal observer for the system state. This separation of the problem into two parts significantly facilitates the design of control engineering. In particular, the principle is discussed in the context of deterministic linear systems, emphasizing the stability of observers and feedbacks for linear time-invariant systems. The book also addresses the challenges that arise when applying the separation principle to nonlinear systems and provides valuable insights into optimal control in stochastic systems, especially considering noise and uncertainties.