Sensitivity limitations for multivariable linear filtering

Author

Weller, Steven R.

Author_Institution

Dept. of Electr. & Electron. Eng., Melbourne Univ., Parkville, Vic., Australia

Volume

1

fYear

1996

fDate

11-13 Dec 1996

Firstpage

53

Abstract

This paper examines limitations in performance which apply to state estimators for square, linear multivariable systems. These limitations, involving the sensitivity of state estimates to process and measurement disturbances, result from interpolation constraints imposed by open right half-plane poles and zeros in the transfer matrices linking process noise and output noise to state estimates. Using the Poisson integral inequality, this paper shows how sensitivity limitations and tradeoffs in multivariable filtering problems are related to the directionality properties of the open right half-plane poles and zeros in these transfer matrices

Keywords

filtering theory; interpolation; multivariable systems; noise; poles and zeros; sensitivity; state estimation; transfer function matrices; Poisson integral inequality; directionality; interpolation constraints; measurement disturbances; multivariable linear filtering; open right half-plane poles; open right half-plane zeros; output noise; process disturbances; process noise; sensitivity limitations; square linear multivariable systems; state estimators; tradeoffs; transfer matrices; Filtering; Interpolation; Joining processes; Linear matrix inequalities; MIMO; Maximum likelihood detection; Noise measurement; Nonlinear filters; Poles and zeros; State estimation;

fLanguage

English

Publisher

ieee

Conference_Titel

Decision and Control, 1996., Proceedings of the 35th IEEE Conference on

Conference_Location

Kobe

ISSN

0191-2216

Print_ISBN

0-7803-3590-2

Type

conf

DOI

10.1109/CDC.1996.574250

Filename

574250