An IQC approach to robust estimation against perturbations of smoothly time-varying parameters

In this paper the design of robust H2-estimators for the class of linear systems that depend rationally on rate-bounded uncertain time-varying parameters is addressed. The uncertainties are characterized by dynamic IQCs and new LMI conditions are formulated that allow for a nontrivial extension of the estimation problem with a weighting filter at the output. In order to show the power of the dynamic IQC approach, a numerical example is included in which the result is compared with alternative approaches based on parameter-dependent Lyapunov functions. The effectiveness of the additional weighting filter is illustrated in a second numerical example.