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Some General Results and Examples on the Design of Observers for Nonlinear Control Systems.
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 ...
Nonlinear Filtering and Large Deviations: A PDE-Control Theoretic Approach.
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 ...
Dynamic Observers as Asymptotic Limits of Recursive Filters: Special Cases.
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 ...