Tracking problem for dynamical systems with exogenous and system disturbances

In this paper, tracking problem for linear control system with exogenous and system disturbances is considered. The source of system and exogenous disturbances is the same vector signal. Based on the technique of linear matrix inequalities and quadratic Lyapunov function, the so-called bounding ellipsoid is designed. Effectiveness of proposed approach in comparison with conventional method is shown on an example task from COMPleib.