\(H_ \infty\) filtering for linear periodic systems with parameter uncertainty. (English) Zbl 0748.93043
Summary: This paper focuses on \(H_ \infty\) filtering for a class of linear periodic systems with a certain type of norm-bounded time-varying parameter uncertainty which appears in both the state and output matrices. The problem addressed is the design of a linear periodic estimator that guarantees both the quadratic stability and a prescribed \(H_ \infty\) performance on infinite horizon for the estimation error for all admissible parameter uncertainties. A solution to this problem is obtained via a Riccati equation approach.
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