Publication
The paper describes a procedure for improving the robustness margins of robust filters via parameter scaling. The scaling parameter is chosen as the square-root factor of the inverse of a positive-definite solution to certain matrix inequalities. This choice is motivated by the desire to generate an estimator dynamics with a stable closed-loop matrix whose maximum singular value is bounded by unity; a step that enhances the robustness of the filters.
Alireza Karimi, Philippe Louis Schuchert