Trade-offs in linear filter design

Abstract This paper examines trade-offs arising in the design of linear filters. These show that there exist fundmental limits on filter performance—limits that are independent of the method of design. These limits may be employed to determine a priori whether desired design specifications are achievable. Analogous constraints are well known in the area of feedback control systems, but, to the best of our knowledge, they have not been previously articulated for the filtering problem.