A Wiener input process is shown to be persistently exciting (PE) for linear stochastic systems with time varying, convergent, random coefficients, provided asymptotic noise controllability holds a.s. The PE result is in the sense that the minimum eigenvalue of the integrated outer product of the state process is of O(t) (t being the upper time limit of the integral). Application examples are provided.
|Number of pages||6|
|Journal||Proceedings of the IEEE Conference on Decision and Control|
|State||Published - 1 Dec 2002|
|Event||41st IEEE Conference on Decision and Control - Las Vegas, NV, United States|
Duration: 10 Dec 2002 → 13 Dec 2002