Petersen, Ian R.McFarlane, Duncan C.2026-07-032026-07-031049-8923ORCID:/0000-0003-4856-9450/work/219177669https://hdl.handle.net/1885/733812396This paper presents a result on the design of a steady-state robust state estimator for a class of uncertain discrete-time linear systems with normal bounded uncertainty. This result extends the steady state Kalman filter to the case in which the underlying system is uncertain. A procedure is given for the construction of a state estimator which minimizes a bound on the state error covariance. It is shown that this leads to a state estimator which is optimal with respect to a notion of quadratic guaranteed cost state estimation.14enDiscrete-time systemsKalman filteringRobust state estimationUncertain systems199610.1002/(SICI)1099-1239(199605)6:4<267::AID-RNC232>3.0.CO;2-30030141802