Sensitivity Limitations for Multivariable Linear Filtering

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 dist...

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Bibliographic Details
Main Author: Steven R. Weller
Format: Article
Language:English
Published: Hindawi Limited 2007-01-01
Series:Journal of Control Science and Engineering
Online Access:http://dx.doi.org/10.1155/2007/27190