Dynamic observers as asymptotic limits of recursive filters
- 1 December 1982
- conference paper
- Published by Institute of Electrical and Electronics Engineers (IEEE)
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
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