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Bode's sensitivity integral

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Block diagram of feedback control of a dynamical process

Bode's sensitivity integral, discovered by Hendrik Wade Bode, is a formula that quantifies some of the limitations in feedback control of linear parameter-invariant systems. Let L be the loop transfer function, and S be the sensitivity function.

In the diagram, P is a dynamical process that has a transfer function P(s). The controller C has the transfer function C(s). The controller attempts to cause the process output y to track the reference input r. Disturbances d and measurement noise n may cause undesired deviations of the output. Loop gain is defined by L(s) = P(s)C(s).

The following holds: ∫0∞ln⁡|S(jω)|dω=∫0∞ln⁡|11+L(jω)|dω=π∑Re⁡(pk)−π2lims→∞sL(s), where pk are the poles of L in the right half-plane (unstable poles).

If L has at least two more poles than zeros, and has no poles in the right half-plane (is stable), the equation simplifies to ∫0∞ln⁡|S(jω)|dω=0. This equality shows that if sensitivity to disturbance is suppressed at some frequency range, it is necessarily increased at some other range. This has been called the "waterbed effect".[1]

For multi-input, multi-output (MIMO) systems, if the loop gain L(s) has entries with pole excess of at least two, the theorem generalizes to ∫0∞ln⁡|det⁡S(jω)|dω=π∑Re⁡(pk), where pk are the unstable poles of L(s).[2]

References

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  1. ↑ A. Megretski. "The Waterbed Effect". MIT OCW, 2004.
  2. ↑ Skogestad, Sigurd; Postlethwaite, Ian (2010). Multivariable feedback control: analysis and design (2 (repr.) ed.). Chichester: Wiley. ISBN 978-0-470-01168-3.

Further reading

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See also

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