On Persistent Excitation for Linear Systems with Stochastic Coefficients

DOI10.1137/S0363012996300458zbMath0996.60052OpenAlexW2107076711MaRDI QIDQ4537769

David Levanony, Peter E. Caines

Publication date: 23 June 2002

Published in: SIAM Journal on Control and Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/s0363012996300458

zbMATH Keywords

adaptive controlpersistent excitationlinear stochastic systemsconvergent coefficientsnoise controllability

Mathematics Subject Classification ID

Gaussian processes (60G15) Controllability (93B05) Linear systems in control theory (93C05) Identification in stochastic control theory (93E12) Applications of stochastic analysis (to PDEs, etc.) (60H30) Stochastic learning and adaptive control (93E35)

Related Items (5)

Iterative observer-based state and parameter estimation for linear systems ⋮ On bounded solutions of linear SDEs driven by convergent system matrix processes with Hurwitz limits ⋮ Stochastic $\varepsilon$-Optimal Linear Quadratic Adaptation: An Alternating Controls Policy ⋮ On the consistent filtering of convergent semimartingales ⋮ On the usefulness of persistent excitation in ARX adaptive tracking

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