Speaker
Henrik Sandberg
(KTH Royal Institute of Technology)
Description
In this talk, we discuss fundamental limits for physical
implementations of the Kalman-Bucy filter for linear passive
systems. (The Kalman-Bucy filter is often used in signal
processing and control theory because it optimally estimates
the state of an uncertain system, continuously in time.) In
particular, we show that the Kalman-Bucy filter itself is a
passive system and by invoking the second law of
thermodynamics, we can characterize the external power
supply needed to operate the filter. We also show how the
required external power supply can be decreased by allowing
the filter to perturb the measured system to a larger
extent. Hence, it is possible to decrease the so-called back
action of the filter by spending more energy. By computing
the information flow into the filter, we can also relate our
result to the so-called Landauer's principle, and interpret
it as a Maxwell's demon.
