Title
A universal figure of merit for stochastic first order filters
Abstract
The focal point of this paper is a new result on the probabilistic robustness of a stochastic first order filter. For a first order filter transfer function, G(s,τ), we allow a class of probability distributions φ for the time constant τ and consider the following question: Given frequency ω⩾0 and unknown probability distribution f ∈ F, to what extent can the expected filter gain g(ω,τ)=|G(jω,τ)| deviate from some desired nominal value, g(ω, τ0)? It turns out that the deviations of concern are surprisingly low. For example, with 20% variation in τ, the expected filter gain deviates from g(ω,τ0) by no more than 0.4% of the zero frequency gain. In addition to performance bounds such as this, we also provide a so-called universal figure of merit. The word “universal” is used because the performance bound attained holds independently of the nominal τ0. The frequency ω⩾0 and the admissible probability distributions d∈F
Year
DOI
Venue
2001
10.1109/ISCAS.2001.921203
Circuits and Systems, 2001. ISCAS 2001. The 2001 IEEE International Symposium
Keywords
Field
DocType
RC circuits,active filters,circuit stability,stochastic systems,transfer functions,RC circuit,gain envelope,probabilistic robustness analysis,probability distribution,stochastic first-order filter,time constant,transfer function,universal figure of merit
Active filter,Control theory,First order,Electronic engineering,Figure of merit,Omega,RC circuit,Probability distribution,Low-pass filter,Mathematics,Real versus nominal value
Conference
Volume
ISBN
Citations 
2
0-7803-6685-9
1
PageRank 
References 
Authors
0.54
1
2
Name
Order
Citations
PageRank
Winstead, V.110.54
Barmish, B.R.27120.04