Invariant Ellipsoids Approach to Robust Rejection of Persistent Disturbances

Abstract

Considered is the problem of optimal rejection of persistent exogenous disturbances in dynamic systems. A robust formulation is given for the case where the matrix coefficients are subjected to norm-bounded uncertainties; the solution technique based on the invariant ellipsoids concept is developed. The approach is exemplified through a well-known benchmark control problem for a mechanical two-mass-spring system.