Accession Number : ADA187578

Title :   Dynamic Observers as Asymptotic Limits of Recursive Filters: Special Cases,

Corporate Author : MARYLAND UNIV COLLEGE PARK

Personal Author(s) : Baras, J S ; Bensoussan, A ; James, M R

PDF Url : ADA187578

Report Date : 01 Dec 1986

Pagination or Media Count : 21

Abstract : The authors' objective is to describe a method for constructing an observer for a certain dynamical system as the asymptotic limit of nonlinear filters associated with the noisy version of another document entitled Dynamic Observers as Asymptotic Limits of Recursive Filters. Keywords: Linear systems; Large deviations.

Descriptors :   *RECURSIVE FILTERS, *CONTROL THEORY, DYNAMICS, FILTERS, LINEAR SYSTEMS, NONLINEAR SYSTEMS, ASYMPTOTIC SERIES, KALMAN FILTERING, BROWNIAN MOTION, RICCATI EQUATION, FEEDBACK, OPTIMIZATION

Subject Categories : Theoretical Mathematics

Distribution Statement : APPROVED FOR PUBLIC RELEASE