Skip to main content
Log in

Persistency of excitation criteria for linear, multivariable, time-varying systems

  • Published:
Mathematics of Control, Signals and Systems Aims and scope Submit manuscript

Abstract

For continuous-time, multiple-input, multiple-output, linear systems, we present conditions under which the persistency of excitation of one regression vector implies the persistency of another regression vector derived from the first via a linear, dynamical transformation. We then introduce a definition of sufficient richness for vector input signals in the form of a persistency of excitation condition on a basis regression vector. Finally we establish input conditions which guarantee the persistency of excitation of a large class of regression vectors obtained from both time-invariant and time-varying systems.

This is a preview of subscription content, log in via an institution to check access.

Access this article

Price excludes VAT (USA)
Tax calculation will be finalised during checkout.

Instant access to the full article PDF.

Similar content being viewed by others

References

  1. B. D. O. Anderson, Exponential stability of linear equations arising in adaptive identification,IEEE Trans. Automat. Control,22 (1977), 83–88.

    Article  Google Scholar 

  2. B. D. O. Anderson, R. R. Bitmead, C. R. Johnson, Jr., P. V. Kokotovic, R. L. Kosut, I. M. Y. Mareels, L. Praly, and B. D. Riedle,Stability of Adaptive Systems: Passivity and Averaging Analysis, MIT Press, Cambridge, MA, 1986.

    Google Scholar 

  3. B. D. O. Anderson and C. R. Johnson, Jr., Exponential convergence of adaptive identification and control algorithms,Automatica,18 (1982), 1–13.

    Article  MathSciNet  Google Scholar 

  4. G. Bastin and M. Gevers, Stable adaptive observers for nonlinear time-varying systems,IEEE Trans. Automat. Control,33 (7) (1988) (to appear).

  5. E. W. Bai and S. Sastry, Persistency of excitation, sufficient richness and parameter convergence in discrete time adaptive control,Systems Control Lett.,6 (1985), 153–163.

    Article  MathSciNet  Google Scholar 

  6. S. Boyd and S. Sastry, On parameter convergence in adaptive control,Systems Control Lett.,3 (1983), 311–319.

    Article  MathSciNet  Google Scholar 

  7. S. Boyd and S. Sastry, Necessary and sufficient conditions for parameter convergence in adaptive control,Proceedings of the American Control Conference, San Diego, 1984, pp. 1584–1588.

  8. W. A. Coppel,Dichotomies in Stability Theory, Lecture Notes in Mathematics, Vol. 629, Springer-Verlag, Berlin, 1978.

    MATH  Google Scholar 

  9. S. Dasgupta, Adaptive Identification and Control, Ph.D. Dissertation, Australian National University, 1984.

  10. S. Dasgupta, B. D. O. Anderson, and A. C. Tsoi, Input conditions for continuous time adaptive system problems,Proceedings of the 22nd IEEE Conference on Decision and Control, San Antonio, Tx, 1983, pp. 211–216.

  11. M. Green and J. B. Moore, Persistence of excitation in linear systems,Proceedings of the American Control Conference, Boston, 1984, pp. 412–417;Systems Control Lett.,7 (1986), 351–360.

  12. G. C. Goodwin and E. K. Teoh, Persistency of excitation in the presence of possibly unbounded signals,IEEE Trans. Automat. Control,30 (1985), 595–597.

    Article  MathSciNet  Google Scholar 

  13. P. A. Ioannou and P. V. Kokotovic,Adaptive Systems with Reduced Models, Lecture Notes in Control and Information Sciences, Vol. 47, Springer-Verlag, Berlin, 1983.

    Book  MATH  Google Scholar 

  14. R. M. Johnstone and B. D. O. Anderson, Exponential convergence of recursive least squares with exponential forgetting factor-adaptive control,Systems Control Lett.,2 (1982), 69–76.

    Article  MathSciNet  Google Scholar 

  15. T. Kailath,Linear Systems, p. 657, Prentice-Hall, Englewood Cliffs, NJ, 1980.

    MATH  Google Scholar 

  16. L. Ljung, Characterization of the Concept of Persistently Exciting Inputs in the Frequency Domain, Technical Report 7119, Department of Automatic Control, Lund Institute of Technology, 1971.

  17. I. M. Y. Mareels, R. R. Bitmead, M. Gevers, C. R. Johnson, Jr., R. L. Kosut, and M. A. Poubelle, How exciting can a signal really be?,Systems Control Lett.,8 (1987) 197–204.

    Article  Google Scholar 

  18. J. B. Moore, Persistence of excitation in extended least squares,IEEE Trans. Automat. Control,28 (1983), 60–68.

    Article  Google Scholar 

  19. A. P. Morgan and K. S. Narendra, On the stability of non-autonomous differential equations ẋ=[A+B(t)]x with skew-symmetric matrixB(t), SIAM J. Control Optim.,15 (1977), 163–176.

    Article  MathSciNet  Google Scholar 

Download references

Author information

Authors and Affiliations

Authors

Additional information

The work reported was performed while both authors were at the Department of Systems Engineering, Research School of Physical Sciences, Australian National University, G.P.O. Box 4, A.C.T. 2601, Australia.

Rights and permissions

Reprints and permissions

About this article

Cite this article

Mareels, I.M.Y., Gevers, M. Persistency of excitation criteria for linear, multivariable, time-varying systems. Math. Control Signal Systems 1, 203–226 (1988). https://doi.org/10.1007/BF02551284

Download citation

  • Received:

  • Revised:

  • Issue Date:

  • DOI: https://doi.org/10.1007/BF02551284

Key words

Navigation