Tethered blimps are used for a wide variety of data gathering and surveillance operations. I have seen this one in the distance and it is, in comparison to some used by the US Coast Guard and the DEA, very small and therefore only carrying a relatively low powered cargo package.
This could be a low level radar array or an aerial camera. The US Coastguard operate a series of 'Sentinel' tethered blimps in the Caribbean that allow them to see small fast moving boats in an attempt to halt the flow of drugs from South America. These are large aircraft and tethered to ships with a large winch system and operate at heights up to 14,000 feet.
Helium, the lifting gas used in these aircraft, has the ability to raise 0.84kgs per cubic metre of gas at 23 degrees Celsius. Therefore to carry a large or complex payload, the blimp needs to be large. This one is tethered in the region of Minhad military airfield and therefore I would hazard a guess that it is a low level radar sensor, possibly for helicopter guidance operations as the UAE has recently taken delivery of a number of the next generation Apache attack helicopters.
Whether or not they have anyone qualified to fly them is another question!
Knight