Title :
Dynamic observers as asymptotic limits of recursive filters
Author :
Baras, J.S. ; Krishnaprasad, P.S.
Author_Institution :
University of Maryland, College Park, Maryland
Abstract :
In this paper we discuss the ansatz: nonlinear observer = limit of nonlinear filter. The results of Vent-tsel´ and Freidlin on large deviations are useful in interpreting observer trajectories as ´most-likely´ paths.
Keywords :
Educational institutions; Equations; Error correction; Filtering; Nonlinear dynamical systems; Nonlinear filters; Nonlinear systems; Observers; Recursive estimation; Stochastic systems;
Conference_Titel :
Decision and Control, 1982 21st IEEE Conference on
Conference_Location :
Orlando, FL, USA
DOI :
10.1109/CDC.1982.268328
