Abstract:
The conventional approach to disturbances suggests that input and output disturbances are independent. This assumption can lead to inaccurate estimation when input and output disturbances originates from a common source. New tracking problem solution method for linear systems with identical disturbance in both system's input and output is suggested. Our technique is based on semi-definite programming and scalar optimixation. Its higher effectiveness in comparison with conventional method is shown on example task from COMPleib.