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)