Fundamental Limitations in Filtering and Control

This book deals with the issue of fundamental limitations in filtering and control system design. This issue lies at the very heart of feedback theory since it reveals what is achievable, and conversely what is not achievable, in feedback systems. The sub

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Published titles include: Sampled-Data Control Systems J. Ackermann Interactive System Identification T.Bohlin The Riccatti Equation S. Bittanti, A.J. Laub and J.C. Willems (Eds) Analysis and Design ofStream Ciphers R.A. Rueppel Sliding Modes in Control Optimization V.I. Utkin Fundamentals ofRobotics M. Vukobratovic Parametrizations in Contro~ Estimation and Filtering Problems: Accuracy Aspects M. Gevers and G. Li Parallel Algorithms for Optimal Control ofLarge Scale Linear Systems Zoran Gajic and Xuemin Shen Loop Transfer Recovery: Analysis and Design A. Saberi, B.M. Chen and P. Sannuti Markov Chains and Stochastic Stability S.P. Meyn and R.L. Tweedie Robust Control: Systems with Uncertain Physical Parameters J. Ackermann in co-operation with A. Bartlett, D. Kaesbauer, W. Sienel and R. Steinhauser Optimization and Dynamical Systems

u. Helmke and J.B. Moore

Optimal Sampled-Data Control Systems Tongwen Chen and Bruce Francis Nonlinear Control Systems (3rd edition) Alberto Isidori Theory ofRobot Control C. Canudas de Wit, B. Siciliano and G. Bastin (Eds)

Maria M. Seron, Julio H. Braslavskyand Graham C. Goodwin

Fundamental Limitations in Filtering and Control With 114 Figures

i

Springer

Marfa M. Seron, PhD Julio H. Braslavsky, PhD Graham C. Goodwin, Professor Department of Electrical and Computer Engineering, University of Newcastle, Newcastle, New South Wales 2308, Australia

Series Editors B.W. Dickinson. A. Fettweis • J.L. Massey. J.W. Modestino E.D. Sontag • M. Thoma

ISBN -13:978-3-44 71-1244-0 DOl: 10.1007/978-1-4471-0965-5

e- ISBN -13:978-1-44 71-0965-5

British Library Cataloguing in Publication Data A catalogue record for this book is available from the British Library Apart from any fair dealing for the purposes of research or private study, or criticism or review, as permitted under the Copyright, Designs and Patents Act 1988, this publication may only be reproduced, stored or transmitted, in any form or by any means, with the prior permission in writing of the publishers, or in the case of repro graphic reproduction in accordance with the terms of licences issued by the Copyright Licensing Agency. Enquiries concerning reproduction outside those terms should be sent to the publishers. e Springer-Verlag London Limited 1997 Softcover reprint of the hardcover 1st edition 1997 The use of registered names, trademarks, etc. in this publication does not imply, even in the absence of a specific statement, that such names are exempt from the relevant laws and regulations and therefore free for general use. The publisher make. no representation, express or implied, with regard to the accuracy of the information contained in this book and cannot accept any legal responsibility or liability for any errors or omissions that may be made. Typesetting: Camera ready by authors 69/3830-543210

Printed on acid-free paper

Preface

This book deals with the issue of fundamental limitations in filtering an