On persistent excitation for linear systems with stochastic coefficients

David Levanony, Peter E. Caines

Research output: Contribution to journalConference articlepeer-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 languageEnglish
Pages (from-to)2177-2182
Number of pages6
JournalProceedings of the IEEE Conference on Decision and Control
Volume2
StatePublished - 1 Dec 2002
Event41st IEEE Conference on Decision and Control - Las Vegas, NV, United States
Duration: 10 Dec 200213 Dec 2002

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