Time-varying optimal disturbance minimization in presence of plant uncertainty

Abstract

The optimal robust disturbance rejection problem plays an important role in feedback control theory. Here, its time-varying version is solved explicit ly in terms of duality and operator theory. In particular, the optimum is shown to satisfy a time-varying allpass property. Moreover, optimal performance is given in terms of the norm of a bilinear form. The latter depends on a lower triangular projection and a multiplication operator defined on special versions of spaces of compact operators. © 2010 Society for Industrial and Applied Mathematics.