An approach to tracking problem for linear control system via invariant ellipsoids method

In the article we propose a simple yet universal approach to the tracking problem for the linear control system by means of linear static combined feedback. Our approach is based on the method of invariant ellipsoids, by which means the optimal control design reduces to finding the minimal invariant ellipsoid for the closed-loop system. With such an ideology, the original problem can be reformulated in terms of linear matrix inequalities, and the control design problem directly reduces to a semidefinite program and one-dimensional minimization. These problems are straightforward to implement numerically using any of the appropriate toolboxes that are presently available, e.g., {\scshape Matlab}-based toolboxes SeDuMi and YALMIP. Another attractive property of the approach is that it is equally applicable to discrete-time systems (which are not considered in this article but it is a promising topic for further publications). The efficacy of the proposed technique is illustrated through application to the benchmark problem.