Design of An Extended Robust H$\infty$ Filter

An extended robust H$\infty$ filter is proposed for a nonlinear uncertain system. We also analyze the characteristics of the proposed filter such as an H$\infty$ performance criterion using the Lyapunov function method. The analysis results show that proposed filter has a robustness against disturbances such as process and measurement noises and against parameter uncertainties. Then the in-flight alignment for a strapdown inertial navigation system is designed using the presented filter. Simulation results show that the proposed filter effectively improve the performance.