English

On the Gap Between H2 Optimal Control and Disturbance Decoupling

Optimization and Control 2026-03-24 v1

Abstract

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.

Keywords

Cite

@article{arxiv.2603.20438,
  title  = {On the Gap Between H2 Optimal Control and Disturbance Decoupling},
  author = {Ruirui Ma and Sarah H. Q. Li},
  journal= {arXiv preprint arXiv:2603.20438},
  year   = {2026}
}

Comments

6 pages, 4 figures

R2 v1 2026-07-01T11:30:38.200Z