International Journal of Control, Vol.64, No.5, 923-939, 1996
Robust State Estimation for Uncertain Systems with Averaged Integral Quadratic Constraints
This paper considers a robust state estimation problem for a new class of uncertain systems. The new uncertainty class introduced in the paper involves structured uncertainties which are required to satisfy a certain averaged integral quadratic constraint. This uncertainty class combines aspects of norm-bounded and stochastic uncertainty descriptions. The solution to the robust state estimation problem is obtained by solving a parametrized Riccati differential equation of the game type.