Suppressing exogenous disturbances in a discrete-time control system as an optimization problem

This paper proposes a novel approach to suppressing bounded exogenous disturbances in a linear discrete-time control system by a static state- or output-feedback control law. The approach is based on reducing the original problem to a nonconvex matrix optimization problem with the gain matrix as one variable. The latter problem is solved by the gradient method; its convergence is theoretically justified for several important special cases. An example is provided to demonstrate the effectiveness of the iterative procedure proposed.