Asymptotic Behaviour of Reduced-Order Filters
Résumé
Reduced-order filters are proposed for linear and nonlinear systems and their long time behaviour is studied. Using the results of Ocone and Pardoux \cite{ocpa} on the asymptotic stability of the optimal filter with respect to its initial condition, the asymptotic efficiency of these filters is established in various cases.
Domaines
Autre [cs.OH]
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