Dynamic Observers as Asymptotic Limits of Recursive Filters
Krishnaprasad, P S.
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.