Linear and Non-linear Estimation Techniques: Theory and Comparison

TL;DR

This paper reviews the theory of linear and non-linear estimation techniques, illustrating their differences through an example, to aid in understanding their applications in system analysis.

Contribution

It provides a comparative analysis of linear and non-linear estimation methods with theoretical explanations and practical examples.

Findings

Linear and non-linear estimations have distinct theoretical foundations.

Non-linear estimation techniques can handle more complex system behaviors.

The paper demonstrates differences through a practical example.

Abstract

The wide application of estimation techniques in system analysis enable us to best determine and understand the history of system states. This paper attempts to delineate the theory behind linear and non-linear estimation with a suitable example for the comparison of some of the techniques of non-linear estimation.