Robust state and input simultaneous estimation for discrete-time linear time-varying uncertain systems

State and input simultaneous estimation for discrete-time linear time varying systems with norm-bounded parametric uncertainty are addressed in H_∞ setting. Using linear quadratic game formulation, sufficient solvable conditions for the problem are presented in terms of solution to two Riccati equations. One possible estimator is then presented with separation innovation structure, where innovation is used to update state observation tuned by a gain matrix and simultaneously to provide input estimation through a projector matrix. With state and input simultaneous estimation ability, the proposed estimator has a wide application in control, filtering, signal processing and fault diagnosis.