A note on persistency of excitation


Willems, Jan C., Rapisarda, Paolo, Markovsky, Ivan and de Moor, Bart L.M. (2005) A note on persistency of excitation. Systems and Control Letters, 54, 325-329.

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Description/Abstract

We prove that if a component of the response signal of a controllable linear time-invariant system is persistently exciting of sufficiently high order, then the windows of the signal span the full system behavior. This is then applied to obtain conditions under which the state trajectory of a state representation spans the whole state space. The related question of when the matrix formed from a state sequence has linearly independent rows from the matrix formed from an input sequence and a finite number of its shifts is of central importance in subspace system identification.

Item Type: Article
Divisions: Faculty of Physical Sciences and Engineering > Electronics and Computer Science > Comms, Signal Processing & Control
ePrint ID: 262195
Date Deposited: 29 Mar 2006
Last Modified: 27 Mar 2014 20:05
Further Information:Google Scholar
ISI Citation Count:19
URI: http://eprints.soton.ac.uk/id/eprint/262195

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