This paper studies limitations of disturbance rejection in closed-loop cont
rol systems. The disturbance is modeled as colored noise, and disturbance r
ejection is measured by the output variance. Lower bounds on the achievable
output variance are derived under several practical constraints, the main
one being a bound on the system bandwidth; constraints on the stability rob
ustness (measured by the distance from the Nyquist plot to the critical poi
nt) and the ability to track low-frequency reference signals (measured by t
he sensitivity reduction at low frequencies) are also considered. The bound
s are derived by finding the sensitivity function that minimizes the output
variance. This optimization is performed subject to the above constraints
and, in addition, subject to certain sensitivity integral constraints that
arise because of closed-loop stability. The utility of the results is illus
trated by analyzing the achievable level of passenger comfort in an aircraf
t subjected to turbulence.