• DocumentCode
    1529054
  • Title

    On Lossless Approximations, the Fluctuation- Dissipation Theorem, and Limitations of Measurements

  • Author

    Sandberg, Henrik ; Delvenne, Jean-Charles ; Doyle, John C.

  • Author_Institution
    Sch. of Electr. Eng., R. Inst. of Technol. (KTH), Stockholm, Sweden
  • Volume
    56
  • Issue
    2
  • fYear
    2011
  • Firstpage
    293
  • Lastpage
    308
  • Abstract
    In this paper, we take a control-theoretic approach to answering some standard questions in statistical mechanics, and use the results to derive limitations of classical measurements. A central problem is the relation between systems which appear macroscopically dissipative but are microscopically lossless. We show that a linear system is dissipative if, and only if, it can be approximated by a linear lossless system over arbitrarily long time intervals. Hence lossless systems are in this sense dense in dissipative systems. A linear active system can be approximated by a nonlinear lossless system that is charged with initial energy. As a by-product, we obtain mechanisms explaining the Onsager relations from time-reversible lossless approximations, and the fluctuation-dissipation theorem from uncertainty in the initial state of the lossless system. The results are applied to measurement devices and are used to quantify limits on the so-called observer effect, also called back action, which is the impact the measurement device has on the observed system. In particular, it is shown that deterministic back action can be compensated by using active elements, whereas stochastic back action is unavoidable and depends on the temperature of the measurement device.
  • Keywords
    approximation theory; deterministic algorithms; fluctuations; linear systems; measurement systems; nonlinear systems; observers; stochastic processes; Onsager relations; active elements; central problem; control theoretic approach; deterministic back action; dissipative system; fluctuation-dissipation theorem; linear active system; linear lossless system; measurement device; nonlinear lossless system; observer effect; stochastic back action; time-reversible lossless approximations; Dissipative systems; fluctuation-dissipation theorem; fundamental limits; lossless systems; micro-electro-mechanical systems (MEMS); observer effect; statistical mechanics;
  • fLanguage
    English
  • Journal_Title
    Automatic Control, IEEE Transactions on
  • Publisher
    ieee
  • ISSN
    0018-9286
  • Type

    jour

  • DOI
    10.1109/TAC.2010.2056450
  • Filename
    5504034