Control engineering

Invariant extended Kalman filter

Algorithm

Filter (signal processing)

Engineering

Artificial intelligence

Kalman filter

Extended Kalman filter

Control (management)

Computer science

Computer vision

Control theory (sociology)

State (computer science)

Particle filter

Sensors

State estimation is widely used in various automated systems, including IoT systems, unmanned systems, robots, etc. In traditional state estimation, measurement data are instantaneous and processed in real time. With modern systems' development, sensors can obtain more and more signals and store them. Therefore, how to use these measurement big data to improve the performance of state estimation has become a hot research issue in this field. This paper reviews the development of state estimation and future development trends. First, we review the model-based state estimation methods, including the Kalman filter, such as the extended Kalman filter (EKF), unscented Kalman filter (UKF), cubature Kalman filter (CKF), etc. Particle filters and Gaussian mixture filters that can handle mixed Gaussian noise are discussed, too. These methods have high requirements for models, while it is not easy to obtain accurate system models in practice. The emergence of robust filters, the interacting multiple model (IMM), and adaptive filters are also mentioned here. Secondly, the current research status of data-driven state estimation methods is introduced based on network learning. Finally, the main research results for hybrid filters obtained in recent years are summarized and discussed, which combine model-based methods and data-driven methods. This paper is based on state estimation research results and provides a more detailed overview of model-driven, data-driven, and hybrid-driven approaches. The main algorithm of each method is provided so that beginners can have a clearer understanding. Additionally, it discusses the future development trends for researchers in state estimation.

The New Trend of State Estimation: From Model-Driven to Hybrid-Driven Methods