THE EXTENDED H- FILTER - A ROBUST EKF'

The use of the extended Kalman filter (EKF) is heavily eneenched in non-linear signal procesging applications. However linearisatioa erron inhenmt in the specifiin of an EKF can severely degrade its performance. This paper presents a new approach to the robustification of the EKF by application of the robust linear design methods bdonthe€L wr"inimisationcritexion. Theresults of simulations me voted to demonstrate an advantage for the dcmodulotion of frequency and phase modulated signals.