Dynamic Observers as Asymptotic Limits of Recursive Filters: Special Cases.
Baras, John S.
James, Matthew R.
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A method for constructing observers for dynamical systems ae 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.