Robust ℓ∞-induced optimal filtering and its application to target maneuver estimation

The problem of designing robust filter with guaranteed induced lscr_infin norm for the estimation of the state-vector of finite dimensional discrete-time linear systems is considered. The design process applies a lemma which was recently derived by the authors of this paper, characterizing the induced lscr_infin norm by Linear Matrix Inequalities. The results are applied to a tracking problem with uncertainty in the measurement matrix caused by scale factors.