DeSign of Linear Tracking Filters Via Robust H₂ Optimization

The design of a velocity-acceleration tracking filter is considered. The filter achieves real-time smoothing of noisy velocity measurements by using acceleration measurements. Robust H₂-filtering is used which keeps the bias that occurs in the velocity estimation in maneuvers small, for low-cost accelerometers that attain large scale factors. Three methods of robust H₂ estimation are applied, and their results, for a simple problem with low-cost accelerometer, are compared. The resulting filters are also compared with the traditional Kalman filter and with the robust H_∞-filter. The results of the present note should encourage navigation engineers to apply robust H₂-filtering techniques in problems where the measurement equations include significant parameter uncertainties.