8Robust FIR State Estimation Under Disturbances
Robustness signifies insensitivity to small deviations from the assumptions.
Peter J. Huber, [74] p. 1
Methods of state estimation in the presence of uncertain but bounded impacts, called robust, have been developed in attempts to cope with processes affected by unpredictable disturbances. The most advanced estimators of this type were obtained in the transform domain using the disturbance‐to‐error transfer function 
; thus, for LTI systems and zero mean persistent disturbances. In 
filtering, the Frobenius norm of 
is minimized, which makes the 
filter similar to the optimal filter. In 
filtering, the induced norm of 
is minimized in the so‐called 
‐to‐ or energy‐to‐energy filter. In generalized filtering, the energy‐to‐peak is minimized ...
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