H∞ smoothing for continuous uncertain systems

Recently [1], a H∞ smoother has been developed and it gives good results for noise uncertainties. Nevertheless, when appear uncertain parameters, its performances decrease significantly. That’s why, in this paper, an estimator robust to noise uncertain properties and parameter uncertainties is presented. As in [1, 4, 6], the robust H∞ smoother for uncertain systems is developed as a combination of two robust H∞ filters. The robust performances, for both noise and parameter uncertainties, of this new approach are evaluated on a simple example.