Type:
Conference Paper›Invited plenary and keynote addresses at conferences, symposia, workshops
Authored by:
Baras, John S., James, Matthew R.
Conference date:
November 1988
Conference:
20th ISCIE Symposium on Stochastic Systems Theory and its Applications, pp. 1-12
Full Text Paper:
Abstract:
We present a methodology for the construction of the dynamic observers for nonlinear systems. The basic methodology used is to construct these observers as limits of nonlinear filters when certain noise parameters tend to zero. We, therefore, make contact with some interesting results on large derivations of filtered diffusion processes. Some examples illustrate the results.