Robust H/sub infinity / filtering for a class of uncertain periodic systems

The authors consider the problem of robust H/sub infinity / filtering for a class of linear periodic systems which are subject to parameter uncertainty in the state space model. The uncertainty under consideration is norm-bounded and time-varying and appears in both the state and output matrices. They address the problem of designing a linear periodic estimator that guarantees both the quadratic stability and a prescribed H/sub infinity / performance on an infinite horizon for the estimation error for all admissible parameter uncertainties. A solution to this problem is obtained via a Riccati equation approach.<>