Observability of Systems with Complicated Dynamics
Final rept. 1 Aug 1988-31 Jul 1990
ARIZONA STATE UNIV TEMPE DEPT OF MATHEMATICS
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Significant advances have been made in understanding the observability problem for systems with chaotic or otherwise complicated dynamics. Rigorous connections have been established between the theory of stochastic noise and observations of deterministic dynamical systems which are chaotic or otherwise display a complicated dynamical structure. New techniques have been developed for implementing state estimation of chaotic dynamical systems in the presence of observational noise. A general sufficient condition has been established for the observability of a benchmark class of chaotic dynamical systems, the Anosov diffeomorphisms.
- Statistics and Probability