This paper provides an overview of nonlinear state estimation techniques along with a discussion on the challenges and opportunities for future work in the field. Emphasis is given on Bayesian methods such as moving horizon estimation (MHE) and extended Kalman filter (EKF). A discussion on Bayesian, deterministic, and hybrid methods is provided and examples of each of these methods are listed. An approach for nonlinear state estimation design is included to guide the selection of the nonlinear estimator by the user/practitioner. Some of the current challenges in the field are discussed involving covariance estimation, uncertainty quantification, time-scale multiplicity, bioprocess monitoring, and online implementation. A case study in which MHE and EKF are applied to a batch reactor system is addressed to highlight the challenges of these technologies in terms of performance and computational time. This case study is followed by some possible opportunities for state estimation in the future including the incorporation of more efficient optimization techniques and development of heuristics to streamline the further adoption of MHE.
The unscented filter as an alternative to the EKF for nonlinear state estimation: a simulation case study
