Einicke, Garry Allan2006-12-282006-12-2819951995http://hdl.handle.net/2440/18582Includes bibliographical reference.viii, 149 leaves : ill. ; 30 cm.This study is concerned with filters that are robust to uncertainties in either the signal models or the noise statistics. Extensions to an interpolation approach to solving a continuous-time, linear, stationary filtering problem are presented. A robust extended Kalman filter is developed.257196 bytesapplication/pdfenContinuous-time filters.Kalman filtering.Signal processing.Noise control.Robust filtering / Garry Allan Einicke.Thesis