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Please use this identifier to cite or link to this item: http://hdl.handle.net/1959.13/30778

Title: Sensitivity limitations for multivariable linear filtering
Author/Creator: Weller, Steven R.
Description: 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.
Relation: Journal of Control Science and Engineering Vol. 2007
Publisher Link: http://dx.doi.org/10.1155/2007/27190
Date: 2007
Publisher: Hindawi Publishing Corp.
Keyword(s): multivariable systems; sensitivity; Poisson integral inequality
Resource Type: journal article
Identifier: http://hdl.handle.net/1959.13/30778
Identifier: ISSN:1687-5257
Language: eng

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