A method of combining Kalman filtering and minimax filtering is propos
ed and demonstrated in an application to phase-locked loop design. Kal
man filtering suffers from a lack of robustness to departures from the
assumed noise statistics. Minimax filtering, however, has the drawbac
k of ignoring the engineer's (admittedly incomplete) knowledge of the
noise statistics. It is shown in this paper that hybrid Kalman/minimax
filtering can provide the ''best of both worlds'! Phase-locked loop f
ilter design is used in this paper to demonstrate an application of hy
brid estimation.