Heuristic introduction to estimation methods

The methods and concepts of optimal estimation and control have been very successfully applied in the aerospace industry during the past 20 years. Although similarities exist between the problems (control, modeling, measurements) in the aerospace and nuclear power industries, the methods and concepts have found only scant acceptance in the nuclear industry. Differences in technical language seem to be a major reason for the slow transfer of estimation and control methods to the nuclear industry. Therefore, this report was written to present certain important and useful concepts with a minimum of specialized language. By employing a simple example throughout the report, the importance of several information and uncertainty sources is stressed and optimal ways of using or allowing for these sources are presented. This report discusses optimal estimation problems. A future report will discuss optimal control problems