Dynamic Observers as Asymptotic Limits of Recursive Filters: Special Cases
Author(s) -
John S. Baras,
A. Bensoussan,
M. R. James
Publication year - 1988
Publication title -
siam journal on applied mathematics
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.954
H-Index - 99
eISSN - 1095-712X
pISSN - 0036-1399
DOI - 10.1137/0148068
Subject(s) - observer (physics) , mathematics , dynamical systems theory , class (philosophy) , nonlinear system , linear dynamical system , control theory (sociology) , linear system , linear filter , computer science , mathematical analysis , filter (signal processing) , artificial intelligence , computer vision , physics , control (management) , quantum mechanics
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.
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