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We present an observer design for systems with controlled nonlinear dynamics and nonlinear observation. The design is a development of earlier work, which was motivated by nonlinear filtering asymptotics. The basic design ...

We consider the asymptotic nonlinear filtering problem dx = f(x)dt + SQRT EPSILONdw = h(x)dt + SQRT EPSILONdv, and obtain lim_EPSILON-->0 EPSILONlog q^EPSILON(x, t) = -W(x, t) for unnormalized conditional densities ...

The purpose of this paper is to develop a framework for designing controllers for finite state systems which are robust with respect to uncertainties. A deterministic model for uncertainties is introduced, leading to a ...

The study of robust nonlinear control has attracted increasing interest over the last few years. Progress has been aided by the recent entension [FM91, Jam92] of the linear quadratic results [Jac73, Whi81] linking the ...

In this paper we carry out a formal analysis of an output feedback risk-sensitive stochastic control problem. Using large deviation limits, this problem is related to a deterministic output feedback differential game. Both ...

In this paper we solve a finite-horizon partially observed risk- sensitive stochastic optimal control problem for discrete-time nonlinear systems, and obtain small noise and small risk limits. The small noise limit is ...

In this paper we present a new approach to the solution of the output feedback robust control problem. We employ the recently developed concept of information state for output feedback dynamic games, and obtain necessary ...

This paper presents new results for partially observed nonlinear differential games, which are applied to the nonlinear output feedback Hrobust control problem. Using the concept of information state, we solve these ...

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 ...