Guardado en:
Detalles Bibliográficos
Autores principales: Ma, Ruirui, Li, Sarah H. Q.
Formato: Preprint
Publicado: 2026
Materias:
Acceso en línea:https://arxiv.org/abs/2603.20438
Etiquetas: Agregar Etiqueta
Sin Etiquetas, Sea el primero en etiquetar este registro!
_version_ 1866916070113148928
author Ma, Ruirui
Li, Sarah H. Q.
author_facet Ma, Ruirui
Li, Sarah H. Q.
contents We study the relationship between disturbance decoupling (DD) and H2 optimal control for linear time-invariant (LTI) systems, revealing a fundamental gap between DD subspace constraints and semi-definite program (SDP)-based H2 minimization. We show that DD is equivalent to the existence of zero H2 gain without requiring internal stability, whereas SDP-based H2 minimization strictly optimizes over stabilizing controllers and therefore fails to recover DD controllers when the closed-loop dynamics may be marginally stable. Moreover, we show that the trace representation of H2 norms further biases solutions away from complete DD. Motivated by this, we formulate a bilinear matrix inequality (BMI)-constrained optimization program that directly enforces the DD subspace condition to compute DD controllers. We propose a difference-of-convex (DC) iterative algorithm that preserves DD and stability at every iteration, and establish its convergence to Karush-Kuhn-Tucker (KKT) points under standard constraint qualification conditions. Numerical experiments on a four bus power network demonstrate that the proposed algorithm achieves significantly better disturbance rejection while enabling optimization of additional performance metrics. The resulting framework establishes a computationally tractable link between geometric DD theory and optimization-based controller design.
format Preprint
id arxiv_https___arxiv_org_abs_2603_20438
institution arXiv
publishDate 2026
record_format arxiv
spellingShingle On the Gap Between H2 Optimal Control and Disturbance Decoupling
Ma, Ruirui
Li, Sarah H. Q.
Optimization and Control
We study the relationship between disturbance decoupling (DD) and H2 optimal control for linear time-invariant (LTI) systems, revealing a fundamental gap between DD subspace constraints and semi-definite program (SDP)-based H2 minimization. We show that DD is equivalent to the existence of zero H2 gain without requiring internal stability, whereas SDP-based H2 minimization strictly optimizes over stabilizing controllers and therefore fails to recover DD controllers when the closed-loop dynamics may be marginally stable. Moreover, we show that the trace representation of H2 norms further biases solutions away from complete DD. Motivated by this, we formulate a bilinear matrix inequality (BMI)-constrained optimization program that directly enforces the DD subspace condition to compute DD controllers. We propose a difference-of-convex (DC) iterative algorithm that preserves DD and stability at every iteration, and establish its convergence to Karush-Kuhn-Tucker (KKT) points under standard constraint qualification conditions. Numerical experiments on a four bus power network demonstrate that the proposed algorithm achieves significantly better disturbance rejection while enabling optimization of additional performance metrics. The resulting framework establishes a computationally tractable link between geometric DD theory and optimization-based controller design.
title On the Gap Between H2 Optimal Control and Disturbance Decoupling
topic Optimization and Control
url https://arxiv.org/abs/2603.20438