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Dynamic Observers as Asymptotic Limits of Recursive Filters: Special Cases

Authors :
Matthew R. James
John S. Baras
Alain Bensoussan
Source :
SIAM Journal on Applied Mathematics. 48:1147-1158
Publication Year :
1988
Publisher :
Society for Industrial & Applied Mathematics (SIAM), 1988.

Abstract

A method for constructing observers for dynamical systems as asymptotic limits of filters is described. The program is carried out in detail for linear systems, and in addition an observer is obtai...

Subjects

Subjects :
Nonlinear system
Dynamical systems theory
Observer (quantum physics)
Control theory
Applied Mathematics
Linear system
Riccati equation
Large deviations theory
Kalman filter
Asymptotic expansion
Mathematics

Details

ISSN :
1095712X and 00361399
Volume :
48
Database :
OpenAIRE
Journal :
SIAM Journal on Applied Mathematics
Accession number :
edsair.doi...........04b7ee19a9fa17c40a89ead2c8cd1942

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