Savkin, Andrey V.Petersen, Ian R.2026-07-032026-07-030020-7179ORCID:/0000-0003-4856-9450/work/219177585https://hdl.handle.net/1885/733812340This paper considers a robust state estimation problem for a new class of uncertain systems. The new uncertainty class introduced in the paper involves structured uncertainties which are required to satisfy a certain averaged integral quadratic constraint. This uncertainty class combines aspects of norm-bounded and stochastic uncertainty descriptions. The solution to the robust state estimation problem is obtained by solving a parametrized Riccati differential equation of the game type.ACKNOWLEDGMENTThis work was supported by the Australian Research Council.17en199610.1080/002071796089216650030193265