Common fallacies in estimation and control under uncertainty

Examples from the literature are used to illustrate certain common fallacies in the development of estimators and controllers under uncertainty. It is shown that the common notions of process, model, objective, and method must carefully be distinguished from one another and from additional concepts of attitude and best strategy. Failure to do so can readily lead to false claims and sub-optimal, or even useless, schemes. Concrete guidelines are provided to avoid the fallacies and to better focus the research effort.