Tradeoffs in Multivariable Filter Design with Applications to Fault Detection

J.H. Braslavsky, M.M. Seron, G.C. Goodwin, and R.W. Grainger
Abstract
This paper investigates sensitivity limitations in multivariable linear filtering. Integral constraints on appropriate complementary sensitivities are developed that give new insights into fundamental design tradeoffs that apply to all linear filters. The results can be used to obtain performance limitations in a variety of filtering applications where multivariable structural features are of interest. We illustrate our results by exploring design tradeoffs arising in fault detection and isolation.

Keywords:
Multivariable linear filtering, sensitivity analysis, fault detection.

12 pages
13 references
86 Kb (gz-compressed)


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