“…The optimal H ∞ filter is more robust against model uncertainty; trials to minimise the influence of the worst possible disturbances on the estimation errors have been reported (Grimble and Ahmed, 1990). H ∞ solutions for the non-linear filtering problem have been proposed using three different strategies, which derive filtering algorithms according to various objectives (Piché et al, 2012; Xiong et al, 2011), described as norm-bounded uncertainties (Ishihara et al, 2006), external disturbances (Jia and Xin, 2013; Li and Jia, 2010; Chen et al, 2015; Xiong et al, 2008; Xie et al, 1994), and multiplicative noise (Piché et al, 2012; Xiong et al, 2011). Although the filter algorithms were devised for non-linear systems, they adopt linear filtering strategies for non-linear systems with the linearized approximations of non-linear functions, such as the extended H ∞ filter (Ishihara et al, 2006; Huang et al, 2012; Reif and Unbehauen, 1999; Souto et al, 2009; Seo et al, 2006).…”