Structural state space sensitivity in linear systems

DOI10.1016/0167-6911(86)90043-5MaRDI QIDQ1084361zbMATH OpenOpenAlexFDO

Authors Darrell Williamson

Publication date 1986

Published in Systems \& Control Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0167-6911(86)90043-5

zbMATH Keywords

digital filteringinput balanced realizationminimal state space realizationnoise gainsensitivity measurestructural constraints

Mathematics Subject Classification ID

Realizations from input-output data (93B15) Minimal systems representations (93B20) Sensitivity (robustness) (93B35) Linear systems in control theory (93C05) Stochastic systems in control theory (general) (93E03) Filtering in stochastic control theory (93E11)

Review text

The concept of input balanced realization of a given matrix transfer function is applied here to find the particular minimal state space realization that minimizes the output noise gain subject to a \(\ell_ 2\)-scaling constraint. The sensitivity measure is new in the respect that it is defined by means of transformation independent noise. In practical terms this corresponds to e.g. roundoff noise in digital filtering. The optimum solution, known in the case of no structural constraints, is here derived by means of an initial balanced realization. Furthermore, the optimum is found under some structural constraints: a state covariance decoupling and a q-markov matching structure.

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Cites work

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Cited in

(12)

• The structured sensitivity of Vandermonde-like systems
• Optimalq-Markov COVER for finite wordlength implementation
• Minimum sensitivity realizations of networks of linear systems
• Design of sensitivity and round-off noise optimal state-space discrete systems
• scientific article; zbMATH DE number 4202118 (Why is no real title available?)
• On the sensitivity of linear state-space systems
• scientific article; zbMATH DE number 3968433 (Why is no real title available?)
• A property of internally balanced and low noise structures
• Design of multi-input multi-output systems with minimum sensitivity
• On L/sup 2/-sensitivity minimization of linear state-space systems
• On pole and zero sensitivity of linear systems
• New interpretation of balancing state space representations as an input-output energy minimization problem

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