Persistence of excitation in linear systems (Q1086217)

This paper contains a number of results which establish the relationship between the reachability properties of a multivariable linear discrete- time system and the translation of persistence of excitation properties from system inputs to system outputs. The basic result of the paper is applied to ARMA and ARMAX systems to obtain new conditions for the persistence of excitation of certain (pseudo)-linear regression vectors arising in adaptive identification and control schemes, such as the least-squares and the extended least-squares identification methods. The underlying reachability conditions are expressed as coprimeness conditions on polynomial matrices associated with the system under study.