Fundamental limitations in filtering and control (Q5961764)

This book is about fundamental limits in the design of feedback control systems and filters. So, the material can be used to determine what is feasible in a particular design situation. This book contains the works of the authors and other researchers inspired by the pioneering work of Bode. The first chapter contains the motivation for the study undergone in writing this book. In the second chapter, important control theoretic concepts, to be used later, are summarized. The third chapter is devoted to the study of single-input, single-output systems, whereas the fourth one extends these results to the multivariable case. Chapter 5 deals with the periodic systems and, in chapter 6, sampled-data systems are considered. The next five chapters are on design limitations in filtering problems. Chapter 7 introduces the necessary notation, chapter 8 deals with the single-input, single-output case, chapter 9 extends these results to the multivariable systems, chapter 10 presents prediction, and chapter 11 gives the fixed-lag smoothing results. The last three chapters contain new material on extensions to nonlinear models. After the introduction of new concepts in chapter 12, chapters 13 and 14 cover the control and filtering problems, respectively. A detailed review of complex variable theory necessary for understanding the material of this book is provided in an appendix. Because the performance achievable in a particular design situation is an important topic, this book must be of interest to graduate students, researchers, and the practitioners of control and signal processing.