English

On the stabilization of persistently excited linear systems

Optimization and Control 2009-05-18 v3

Abstract

We consider control systems of the type x˙=Ax+α(t)bu\dot x = A x +\alpha(t)bu, where uRu\in\R, (A,b)(A,b) is a controllable pair and α\alpha is an unknown time-varying signal with values in [0,1][0,1] satisfying a persistent excitation condition i.e., tt+T\al(s)dsμ\int_t^{t+T}\al(s)ds\geq \mu for every t0t\geq 0, with 0<μT0<\mu\leq T independent on tt. We prove that such a system is stabilizable with a linear feedback depending only on the pair (T,μ)(T,\mu) if the eigenvalues of AA have non-positive real part. We also show that stabilizability does not hold for arbitrary matrices AA. Moreover, the question of whether the system can be stabilized or not with an arbitrarily large rate of convergence gives rise to a bifurcation phenomenon in dependence of the parameter μ/T\mu/T.

Keywords

Cite

@article{arxiv.0810.2122,
  title  = {On the stabilization of persistently excited linear systems},
  author = {Yacine Chitour and Mario Sigalotti},
  journal= {arXiv preprint arXiv:0810.2122},
  year   = {2009}
}