Abstract
This chapter investigates sensitivity limitations in multivariable linear filtering. Similar to those obtained in Chapter 4 for the control problem, multivariable integral constraints hold for the MIMO version of the filtering sensitivities introduced in Chapter 7. Also similar to the control case, there are different ways to extend the SISO integrals to a MIMO setting. The approach followed in this chapter emphasizes the trade-offs that arise when the system is required to satisfy, besides frequency conditions, structural specifications on the multivariable sensitivities.
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Notes and References
The results in this chapter follow Braslavsky, Seron, Goodwin & Grainger (1996). This latter work is the multivariable extension along the lines of Gómez & Goodwin (1995) of the results in Seron & Goodwin (1995).
Other results on limitations for multivariable filtering are given in Weller (1996), where integral constraints on the maximum singular values of the sensitivity functions are obtained. This latter work follows the ideas of Chen (1995).
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© 1997 Springer-Verlag London Limited
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Seron, M.M., Braslavsky, J.H., Goodwin, G.C. (1997). MIMO Filtering. In: Fundamental Limitations in Filtering and Control. Communications and Control Engineering. Springer, London. https://doi.org/10.1007/978-1-4471-0965-5_9
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DOI: https://doi.org/10.1007/978-1-4471-0965-5_9
Publisher Name: Springer, London
Print ISBN: 978-1-4471-1244-0
Online ISBN: 978-1-4471-0965-5
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