Abstract
AbstractIn this paper we consider the Optimal robust disturbance attenuation problem (ORDAP) for continuous time‐varying systems subject to time‐varying unstructured uncertainty. We show that for causal (possibly time‐varying) continuous systems, ORDAP is equivalent to finding the smallest fixed point of a ‘two‐disc’ type optimization problem under time‐varying feedback control laws. Duality is applied in the context of nest algebra of causal stable systems, to prove existence of optimal continuous time‐varying controllers. We also show that for time‐invariant nominal plants, time‐varying control laws offer no improvement over time‐invariant feedback control laws. Copyright © 2003 John Wiley & Sons, Ltd.
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