Abstract

Abstract This paper is dedicated to the problem of compensation of bounded external disturbances in the presence of bounded measurement noises for nonlinear systems. The synthesis of a linear feedback controller minimizing the size of invariant ellipsoids of a closed-loop system is considered. Based on the method of Lyapunov functions, S-procedure and the alternating optimization method, an iterative algorithm for finding optimal controller parameters is proposed. The efficiency of the obtained algorithm is demonstrated.

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