@article{moireau:hal-01671271, TITLE = {{A Discrete-time Optimal Filtering Approach for Non-linear Systems as a Stable Discretization of the Mortensen Observer}}, AUTHOR = {Moireau, Philippe}, URL = {https://inria.hal.science/hal-01671271}, JOURNAL = {{ESAIM: Control, Optimisation and Calculus of Variations}}, PUBLISHER = {{EDP Sciences}}, VOLUME = {24}, NUMBER = {4}, PAGES = {1815 - 1847}, YEAR = {2018}, DOI = {10.1051/cocv/2017077}, KEYWORDS = {optimal filtering ; Hamilton-Jacobi-Bellman ; time-discrete non-linear systems ; deterministic observer}, PDF = {https://inria.hal.science/hal-01671271v2/file/HJBarticleCR-Final-withFigure.pdf}, HAL_ID = {hal-01671271}, HAL_VERSION = {v2}, }