Disturbance attenuation andH^{∞}optimization: A design method based on the algebraic Riccati equation

This note presents a method for designing a state feedback control law to reduce the effect of disturbances on the output of a given linear system. The problem under consideration involves attenuating the disturbances to a prespecified level. The construction of the state feedback control law requires the solution of a certain algebraic Riccati equation. By applying the procedure with successively smaller values of the prespecifled disturbance level, the result also provides an approach to the
H^{\infty}
optimization problem for the state feedback case.