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For the special case
, where
is a constant and
is a sub-interval of
, we have
|
(3.45) |
where
|
(3.46) |
is the time during which the characteristic curve
with foot
of equation (3.39-F) with
lies in the support of
.
The system is then observable if and only if the function
has a non-zero lower bound, i.e.
, the observability being defined by (see e.g. [93]):
|
(3.47) |
In this case, proposition 3.2 proves the global exponential decrease of the error, provided
is larger than
, where
is defined by equation (3.41).
From this remark, we can easily deduce that if for each iteration, both in the forward and backward integrations, the observability condition is satisfied, then the algorithm converges and the error decreases exponentially to 0
. Note that this is not a necessary condition, as even if
, the last exponential of equation (3.45) is bounded.
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