Signal-to-Noise Ratio Fundamental Limitations in Continuous-Time Linear Output Feedback Control

Abstract

In the present technical note we study the fundamental limitation on stability that arise when an additive coloured Gaussian noise (ACGN) channel is explicitly considered over either the control or measurement paths of a linear time invariant (LTI) feedback loop. By considering a linear setting we can naturally express the fundamental limitation as a lower bound on the channel signal-to-noise ratio (SNR) required for stabilisability. We start by first obtaining a closed-form expression for the squared <i xmlns:mml="http://www.w3.org/1998/Math/MathML" xmlns:xlink="http://www.w3.org/1999/xlink">L</i> <sub xmlns:mml="http://www.w3.org/1998/Math/MathML" xmlns:xlink="http://www.w3.org/1999/xlink">2</sub> norm of a partial fraction expansion with repeated poles in the Laplace domain. We then use the squared <i xmlns:mml="http://www.w3.org/1998/Math/MathML" xmlns:xlink="http://www.w3.org/1999/xlink">L</i> <sub xmlns:mml="http://www.w3.org/1998/Math/MathML" xmlns:xlink="http://www.w3.org/1999/xlink">2</sub> norm result to obtain the closed-form expression for the infimal SNR required for stabilisability. The proposed closed-form includes the case of repeated unstable plant poles and non minimum phase (NMP) zeros.