A predictive state estimator and the method of predicting the position of a target, is implemented for improved closed loop control of an electromechanical actuation system. The predictive state estimator has the capability to estimate the behavior of the input signal at a future point in time. Piecewise Predictive Estimator (PPE) method approximates the input function given to the closed loop control system by utilizing two numerical approximation methods namely backward difference method and Taylor Series. Although finite, this prediction improves target tracking capability considerably by reducing phase lag without undue increase in gain. This serves the dual purpose of reducing phase lag and reducing system noise, since there is no resort to increase gain. The system noise is considerably decreased and bandwidth of the electromechanical actuation system is increased with the PPE of the present disclosure.