On persistent excitation for linear systems with stochastic coefficients

David Levanony; Peter E. Caines

On persistent excitation for linear systems with stochastic coefficients

Department of Electrical & Computer Engineering

Research output: Contribution to journal › Conference article › peer-review

Abstract

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.

Original language	English
Pages (from-to)	2177-2182
Number of pages	6
Journal	Proceedings of the IEEE Conference on Decision and Control
Volume	2
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

ASJC Scopus subject areas

Control and Systems Engineering
Modeling and Simulation
Control and Optimization

Cite this

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title = "On persistent excitation for linear systems with stochastic coefficients",

abstract = "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.",

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year = "2002",

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language = "English",

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T1 - On persistent excitation for linear systems with stochastic coefficients

AU - Levanony, David

AU - Caines, Peter E.

PY - 2002/12/1

Y1 - 2002/12/1

N2 - 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.

AB - 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.

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M3 - Conference article

AN - SCOPUS:0036990438

SN - 0191-2216

VL - 2

SP - 2177

EP - 2182

JO - Proceedings of the IEEE Conference on Decision and Control

JF - Proceedings of the IEEE Conference on Decision and Control

T2 - 41st IEEE Conference on Decision and Control

Y2 - 10 December 2002 through 13 December 2002

ER -

On persistent excitation for linear systems with stochastic coefficients

Abstract

ASJC Scopus subject areas

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