Sensitivity limitations for multivariable linear filtering

DOI10.1155/2007/27190MaRDI QIDQ983320zbMATH OpenOpenAlexFDO

Authors Steven R. Weller

Publication date 22 July 2010

Published in Journal of Control Science and Engineering (Search for Journal in Brave)

Copyright license Creative Commons Attribution 4.0 International

Full work available at URL https://doi.org/10.1155/2007/27190

Mathematics Subject Classification ID

Feedback control (93B52) Signal theory (characterization, reconstruction, filtering, etc.) (94A12)

Review text

Summary: This paper examines fundamental limitations in performance which apply to linear filtering problems associated with multivariable systems having as many inputs as outputs. The results of this paper quantify unavoidable limitations in the sensitivity of state estimates to process and measurement disturbances, as represented by the maximum singular values of the relevant transfer matrices. These limitations result from interpolation constraints imposed by open right half-plane poles and zeros in the transfer matrices linking process noise and output noise with state estimates. Using the Poisson integral inequality, this paper shows how sensitivity limitations and tradeoffs in multivariable filtering problems are intimately related to the directionality properties of the open right half-plane poles and zeros in these transfer matrices.

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Cites work

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Cited in

(4)

• Constraints on sensitivity characteristics in linear multivariable discrete-time control systems
• Trade-offs in linear filter design
• Sensitivity analysis of third and fourth-order filters
• State Sensitivity Evaluation Within UD Based Array Covariance Filters

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