Sensitivity analysis of linear continuous-time feedback systems subject to control and measurement noise: An information-theoretic approach

Neng Wan, Dapeng Li, Naira Hovakimyan

Research output: Contribution to journalArticle

Abstract

Sensitivity of linear continuous-time SISO feedback systems, subject to control and measurement noise, is analyzed by deriving the lower bounds of Bode-like integrals via an information-theoretic approach. Bode integrals of four different sensitivity-like functions are employed to gauge the performance limitations of feedback systems. When the signals of the control system are stationary Gaussian, these four different Bode-like integrals can be represented as the differences between mutual information rates. These mutual information rates and hence the corresponding Bode-like integrals are proven to be bounded below by the unstable poles and zeros of the plant model, if the signals of the control system are wide-sense stationary.

Original languageEnglish (US)
Article number104548
JournalSystems and Control Letters
Volume133
DOIs
StatePublished - Nov 2019

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Sensitivity analysis
Feedback
Control systems
Poles and zeros
Gages

Keywords

  • Bode-like integrals
  • Information-theoretic method
  • Linear continuous-time SISO
  • Robust control
  • Sensitivity analysis

ASJC Scopus subject areas

  • Control and Systems Engineering
  • Computer Science(all)
  • Mechanical Engineering
  • Electrical and Electronic Engineering

Cite this

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title = "Sensitivity analysis of linear continuous-time feedback systems subject to control and measurement noise: An information-theoretic approach",
abstract = "Sensitivity of linear continuous-time SISO feedback systems, subject to control and measurement noise, is analyzed by deriving the lower bounds of Bode-like integrals via an information-theoretic approach. Bode integrals of four different sensitivity-like functions are employed to gauge the performance limitations of feedback systems. When the signals of the control system are stationary Gaussian, these four different Bode-like integrals can be represented as the differences between mutual information rates. These mutual information rates and hence the corresponding Bode-like integrals are proven to be bounded below by the unstable poles and zeros of the plant model, if the signals of the control system are wide-sense stationary.",
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AU - Wan, Neng

AU - Li, Dapeng

AU - Hovakimyan, Naira

PY - 2019/11

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N2 - Sensitivity of linear continuous-time SISO feedback systems, subject to control and measurement noise, is analyzed by deriving the lower bounds of Bode-like integrals via an information-theoretic approach. Bode integrals of four different sensitivity-like functions are employed to gauge the performance limitations of feedback systems. When the signals of the control system are stationary Gaussian, these four different Bode-like integrals can be represented as the differences between mutual information rates. These mutual information rates and hence the corresponding Bode-like integrals are proven to be bounded below by the unstable poles and zeros of the plant model, if the signals of the control system are wide-sense stationary.

AB - Sensitivity of linear continuous-time SISO feedback systems, subject to control and measurement noise, is analyzed by deriving the lower bounds of Bode-like integrals via an information-theoretic approach. Bode integrals of four different sensitivity-like functions are employed to gauge the performance limitations of feedback systems. When the signals of the control system are stationary Gaussian, these four different Bode-like integrals can be represented as the differences between mutual information rates. These mutual information rates and hence the corresponding Bode-like integrals are proven to be bounded below by the unstable poles and zeros of the plant model, if the signals of the control system are wide-sense stationary.

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KW - Information-theoretic method

KW - Linear continuous-time SISO

KW - Robust control

KW - Sensitivity analysis

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