An average performance limit of MIMO systems in tracking

This paper studies the best achievable tracking performance of a MIMO feedback system in terms of the characteristics of a given linear time invariant (LTI) plant. The reference signal to be tracked has a known frequency and its coefficients satisfy certain statistical properties. The tracking performance is measured by the energy of the tracking error. An explicit expression of an averaged performance limit with regarding to the coefficients of the reference signal is presented for the system. This formula gives a complete answer to the problem which we are studying. © 2006 IEEE