Neuro-adaptive H∞ estimation and its application to improved tracking in GPS receivers

A neuro-adaptive scheme is suggested for improving the tracking properties of H
_∞
-optimal filters. The design approach is based on embedding the H
_∞
-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.