This paper examines fundamental limitations in performance which apply to linear filtering problems associated with multivariable systems having as many inputs as outputs. The results of this paper quantify unavoidable limitations in the sensitivity of state estimates to process and measurement disturbances, as represented by the maximum singular values of the relevant transfer matrices. These ...

Classical model–based fault detection schemes for linear multivariable systems require the definition of suitable residual functions. This paper shows the possibility of identifying residual generators even when the system model is unknown, by following a black–box approach. The result is obtained by using canonical input–output polynomial forms which lead to characterise in a straightforward f...

Several algorithms have been proposed in the literature for the computation of the zeros of a linear system described by a state-space model 1x1 A,B,C,D}. In this report we discuss the numerical properties of a new algorithm and compare it with some earlier techniques of computing zeros. The new approach is shown to handle both nonsquare and/or degenerate systems without difficulties whereas ea...