“…State estimation is a scientific discipline that studies methodologies and algorithms for estimating the state of dynamical systems from input-output measurements [2,3]. There are a variety of applications that use state estimation, such as control [4][5][6][7], parameter identification [8][9][10], power systems [11,12], fault detection [13][14][15][16][17], prognosis [18,19], cyber-physical systems [20], hydrologic and geophysical data assimilation [21,22], maritime tracking [23], consensusbased state estimation using wireless sensor networks [24][25][26], navigation systems [27], and transportation and highway traffic management [28][29][30], to mention a few. Depending on the measurements that are used, two algorithms of state estimation can be distinguished: filtering and smoothing.…”