On Persistent Excitation for Linear Systems with Stochastic Coefficients
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Publication:4537769
DOI10.1137/S0363012996300458zbMath0996.60052MaRDI 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
adaptive control; persistent excitation; linear stochastic systems; convergent coefficients; noise controllability
60G15: Gaussian processes
93B05: Controllability
93C05: Linear systems in control theory
93E12: Identification in stochastic control theory
60H30: Applications of stochastic analysis (to PDEs, etc.)
93E35: Stochastic learning and adaptive control
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