Abstract
In Chapter 7 we defined filtering sensitivities, P and M, and showed that they satisfy a complementarity constraint. Furthermore, for the class of BEEs, we derived, in Chapters 8 and 9, interpolation and integral constraints that these sensitivities must satisfy. As seen, these constraints quantify fundamental limits on the filter achievable performance.
This is a preview of subscription content, log in via an institution to check access.
Access this chapter
Tax calculation will be finalised at checkout
Purchases are for personal use only
Preview
Unable to display preview. Download preview PDF.
Notes and References
The sensitivity results of this chapter are based on Seron (1995). Additional material was taken from Kailath (1981) and Kailath (1968).
Author information
Authors and Affiliations
Rights and permissions
Copyright information
© 1997 Springer-Verlag London Limited
About this chapter
Cite this chapter
Seron, M.M., Braslavsky, J.H., Goodwin, G.C. (1997). Extensions to SISO Prediction. In: Fundamental Limitations in Filtering and Control. Communications and Control Engineering. Springer, London. https://doi.org/10.1007/978-1-4471-0965-5_10
Download citation
DOI: https://doi.org/10.1007/978-1-4471-0965-5_10
Publisher Name: Springer, London
Print ISBN: 978-1-4471-1244-0
Online ISBN: 978-1-4471-0965-5
eBook Packages: Springer Book Archive