Asymptotic Behaviour of Reduced-Order Filters - Inria - Institut national de recherche en sciences et technologies du numérique Access content directly
Reports Year : 1997

Asymptotic Behaviour of Reduced-Order Filters

M. C. Roubaud

Abstract

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.
Fichier principal
Vignette du fichier
RR-3311.pdf (390.23 Ko) Télécharger le fichier
Loading...

Dates and versions

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

Identifiers

  • HAL Id : inria-00073378 , version 1

Cite

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

Share

Gmail Facebook Twitter LinkedIn More