Robust observability for a class of time-varying discrete-time uncertain systems

Abstract

This paper introduces a concept of robust observability for a class of uncertain discrete-time systems. This notion is an extension of the standard notion of observability for discrete-time, linear time-varying systems. The uncertainty and noise are modelled deterministically via a sum quadratic constraint. A necessary and sufficient condition for robust observability is presented in terms of existence of a suitable solution to a Riccati difference equation. The set of possible initial states given noisy measurements over a finite number of sampling periods is shown to be an ellipsoid.