Type:
Conference Paper›Invited and refereed articles in conference proceedings
Authored by:
Baras, John S., Bensoussan, Alain., James, M R.
Conference date:
June 15-19, 1987
Conference:
The 1987 International Symposium on Mathematical Theory of Networks and Systems, pp. 1-31
Full Text Paper:
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 obtained for a class of systems with nonlinear dynamics and linear observations. The method is motivated by some large deviation results of Hijab for certain conditional measures.