A replicant of Miles O'Brien, he "died" still believing he was the real Miles.
A replicant is an android-like clone of a real person.
The Parada government once created a replicant of Miles O'Brien in an attempt to assassinate the leaders of the Parada rebels. The replicant was programmed to think and act like the real O'Brien, even believing it was him. However, it was believed to have a trigger inside it that would cause its true programming to surface during peace talks between the government and the rebels. An informant in the government tipped the rebels off and the replicant was eventually dismantled, but in the meantime, as Kira Nerys put it, "he must have wondered what the hell was going on with all of us." (DS9: "Whispers")