6. State Estimation
Control System Professional (Section 10.7) provides the function KalmanEstimator for constructing the full state estimator (observer). This is supplemented in Advanced Numerical Methods with the function ReducedOrderEstimator, which constructs the reduced-order state estimator. Several numerical algorithms are available for this function. Similar to KalmanEstimator, ReducedOrderEstimator works for both continuous-time and discrete-time systems.