Rapport Année : 1997

Asymptotic Behaviour of Reduced-Order Filters

M. C. Roubaud

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.

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Dates et versions

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

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  • HAL Id : inria-00073378 , version 1

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