This paper examines trade-offs arising in the design of show that ther
e exist linear filters. These 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 specification
s are achievable. Analogous constraints are well known in the area of
feedback control systems, but, to the best of our knowledge, they have
not previously articulated for the filtering problem.