This thesis provides a novel approach to the problem of state estimation for discrete-time nonlinear systems in the presence of large model uncertainties. Though classical nonlinear Kalman filters such as the extended Kalman filter (EKF) can handle uncertainties by increasing the value of noise covariances, this is only applicable to systems with small uncertainties. To this end, a discretetime robust extended Kalman filter (REKF) is formulated and applied to examples from the fields of aerospace engineering and signal processing with an emphasis on attitude estimation for small unmanned aerial vehicles (UAVs) and image processing under the influence of atmospheric turbulence. The robust filter is an approximate set-valued state estimator where the Riccati and filter equations are obtained as an approximate solution to a reverse-time optimal control problem defining the set-valued state estimator. The advantages of the REKF over the classical EKF are investigated for examples from the fields aerospace engineering and signal processing where large model uncertainties are introduced. In the case of small UAVs, an alternative attitude estimation algorithm based on the REKF is proposed in the event of gyroscopic failure and the inability of the vehicle to carry redundant sensors due to limited payload capabilities. In the case of image reconstruction under atmospheric turbulence, a robust pixel-wandering (random shifts) scheme is proposed to aid the process of image reconstruction. Also, problems pertaining to platform vibration analysis for aerospace vehicles and a frequency demodulation process in the presence of channel-induced uncertainties is also discussed.

Thesis (Ph. D.)--Ohio State University, 2007. / Title from first page of PDF file. Includes bibliographical references (p. 108-112).

Thesis (Ph. D.)--Victoria University (Melbourne, Vic.), 2007. / Includes bibliographical references.

Thesis (M.S.)--Ohio University, June, 1998. / Title from PDF t.p.

Dissertation (Ph.D.)--Auburn University, 2005. / Abstract. Vita. Includes bibliographic references (p.144-149).

Thesis (Ph. D.)--University of Florida, 2004. / Title from title page of source document. Document formatted into pages; contains 130 pages. Includes vita. Includes bibliographical references.

Thesis (M. S.)--Mechanical Engineering, Georgia Institute of Technology, 2009. / Committee Chair: Sadegh, Nader; Committee Member: Chen, Xu-Yan; Committee Member: Chen, Ye-Hwa. Part of the SMARTech Electronic Thesis and Dissertation Collection.

Thesis (M. Eng.)--Carleton University, 1995. / Includes bibliographical references. Also available in electronic format on the Internet.

Thesis (M.S.)--Rochester Institute of Technology, 2005. / Typescript. Includes bibliographical references (leaves 144-146).

Thesis (Ph.D.) - University of St Andrews, May 2009. / Restricted until 29th May 2010.