Robust H2/H∞ state estimation for systems with real parameter uncertainties

This paper considers the robust H₂/H_∞ estimation problem for time invariant systems with time varying structured parameter uncertainties in the state space model. The uncertain system which has parameter uncertainties in the state and observation matrix is considered. We consider the uncertainty matrices which can represent most structured parameter uncertainties in the state space model. We present a simple sufficient condition in terms of Riccati equations to design a robust state estimator that minimizes the H₂ error variance bound with an H_∞ error bound constraint.