Design of linear tracking filters via robust H/sub 2/ optimization

The design of a velocity-acceleration tracking filter is considered. The filler achieves real-time smoothing of noisy velocity measurements by using acceleration measurements. Robust H/sub 2/-filtering is used which keeps the bias that occurs in the velocity estimation in maneuvers small, for low-cost accelerometers that attain large scale factors. Three methods of robust H/sub 2/ estimation are applied, and their results, for a simple problem with low-cost accelerometer, are compared. The resulting filters are also compared with the traditional Kalman filter and with the robust H/sub /spl infin//-filter. The results of the present note should encourage navigation engineers to apply robust H/sub 2/-filtering techniques in problems where the measurement equations include significant parameter uncertainties.