Fundamental Limitations in Filtering and Control

The issue of fundamental limitations in filtering and control lies at the heart of any feedback system design, since it reveals what is and is not achievable on the basis of that system's structural and dynamic characteristics. Alongside new treatments of Bode's original results from the 1940s, this book presents an analysis of modern results, featuring contemporary developments in multivariate systems, sampled-data, periodic and nonlinear problems. The text gives particular prominence to sensitivity functions which measure the fundamental qualities of the system, including performance and robustness.