Robust extended Kalman filtering

Linearization errors inherent in the specification of an extended Kalman fi lter (EKF) can severely degrade its performance. This correspondence presen ts a new approach to the robust design of a discrete-time EKF by applicatio n of the robust linear design methods based on the H-infinity norm minimiza tion criterion,The results of simulations are presented to demonstrate an a dvantage for signal demodulation and nonlinear equalization applications.