Neuro-Adaptive $H_{\infty}$ Estimation and Its Application to Improved Tracking in GPS Receivers

A neuro-adaptive scheme is suggested for improving the tracking properties of
H

_infin
-optimal filters. The design approach is based on embedding the
H

_infin
-optimal filter within a simplified adaptive control loop that is driven by the innovation process. The stability of the overall estimation scheme is established under strictly passive conditions of a related system. The suggested method is applied to improve the tracking properties of a GPS receiver during user maneuvers.