Robust estimation for feedback interconnections of unstable systems

Due to the open-loop structure, most of the approaches for robust estimation (robust filtering) are only applicable to systems with stable nominal parts. In this paper, we consider the robust estimation problem where the nominal system and the uncertainty are both allowed to be unstable. Following the recently proposed “IQC/ν-gap blended” robustness analysis framework, we derive synthesis conditions and show that the conditions can be formulated as linear matrix inequalities.