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Reports Year : 1997

Asymptotic Behaviour of Reduced-Order Filters

M. C. Roubaud


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.
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Dates and versions

inria-00073378 , version 1 (24-05-2006)


  • HAL Id : inria-00073378 , version 1


A. Le Breton, M. C. Roubaud. Asymptotic Behaviour of Reduced-Order Filters. RR-3311, INRIA. 1997. ⟨inria-00073378⟩
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