Abstract: The paper considers the optimal disturbance rejection problem for continuous-time systems with state, controy and measurement delays. Firstly, the conditions of system transformation are analyzed and the approach is proposed, based on which the original system is transformed into one without delays. Then combining the system and the exosystem to an augmented system, the optimal disturbance rejection control problem is converted to an optimal state regulator problem. The necessity is proved by using Pontryagin minimum principle and the sufficiency is proved applying dynamic programming. hhe physical unrealization problem of disturbance vector and optimal performance index is solved by defining an adjoint vector. Finally, numerical simulations arc made to compare the system responses using some different control laws. The effectiveness and simplicity of the designed control law are demonstrated.

Key words: Time-delay system, System transformation, Optimal control, Disturbance rejection, Adjoint vector