The authors propose the concept of statistical sensitivity, which can be represented by the controllability and observability Gramians. The statistical sensitivity is minimized, and minimum sensitivity structures are obtained via equivalent transformations. The statistical sensitivity of linear systems can be interpreted in terms of the controllability and observability of the state space, leading to a unified approach to analysis and synthesis not only in the design of digital filters, but also for various linear systems.
|Number of pages||4|
|Journal||ICASSP, IEEE International Conference on Acoustics, Speech and Signal Processing - Proceedings|
|Publication status||Published - 1986 Dec 1|
ASJC Scopus subject areas
- Signal Processing
- Electrical and Electronic Engineering