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Robust extended Kalman filtering

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2 Author(s)
Einicke, G.A. ; Exploration & Min. Div., CSIRO, Adelaide, SA, Australia ; White, L.B.

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

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Signal Processing, IEEE Transactions on  (Volume:47 ,  Issue: 9 )