Belief propagation in feedback systems: Connections to Bode and observability

Sun Yu, Prashant G. Mehta, Sean Meyn

Research output: Chapter in Book/Report/Conference proceedingConference contribution


This paper is concerned with uncertainty based characterizations of fundamental performance limitations (Bode formula) and input-output properties (observability) in feedback systems. A hidden Markov model (HMM) formulation is introduced, based on which a belief process (conditional pdf) is defined. The belief process expresses uncertainty in the state conditioned on history of noisy observations. Both the Bode formula and observability are related to the asymptotic dynamics of the belief process. These results are described for the case of Gaussian linear systems and for open-loop nonlinear systems with negative Lyapunov exponents.

Original languageEnglish (US)
Title of host publication2008 American Control Conference, ACC
Number of pages6
StatePublished - 2008
Event2008 American Control Conference, ACC - Seattle, WA, United States
Duration: Jun 11 2008Jun 13 2008

Publication series

NameProceedings of the American Control Conference
ISSN (Print)0743-1619


Other2008 American Control Conference, ACC
Country/TerritoryUnited States
CitySeattle, WA

ASJC Scopus subject areas

  • Electrical and Electronic Engineering


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