Robust extended Kalman filtering

Authors:
G.A. Einicke;L.B. White
Affiliations:
Exploration & Min. Div., CSIRO, Adelaide, SA;-
Venue:
IEEE Transactions on Signal Processing
Year:
1999

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Abstract

Linearization errors inherent in the specification of an extended Kalman filter (EKF) can severely degrade its performance. This correspondence presents a new approach to the robust design of a discrete-time EKF by application of the robust linear design methods based on the H∞ norm minimization criterion. The results of simulations are presented to demonstrate an advantage for signal demodulation and nonlinear equalization applications