Large deviation theory has experienced much development and interest in
the last two decades. A large deviation principle is the exponential decay of the
probability of increasingly rare events and the computation of a rate or entropy
function which measures the rate of decay. Within the probability literature there
has...
An observability problem for both deterministic and stochastic
systems is studied here.
Deterministic observability is a determination of whether every
state of the system is connected to the observation mechanism and how
it is connected, if connected. On the other hand, stochastic
observability discusses the "tightness" of the connection in...