Dynamic Observers as Asymptotic Limits of Recursive Filters

Dynamic Observers as Asymptotic Limits of Recursive Filters

Title : Dynamic Observers as Asymptotic Limits of Recursive Filters
Authors :
Krishnaprasad, P S.
Baras, John, S.
Conference : 21st IEEE Conference on Decision and Control pp. 1126-1127
Date: December 01 - December 01, 1982

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.