Abstract

This work describes a sufficient condition for a quasi-stationary deterministic m-vector signal to be persistently exciting of order n, using the spectral density matrix estimate based on the Finite Fourier Transform FFT. It is shown that the spectral density matrix of any periodic noise-free vector signal has rank one. Moreover, it is shown that the usual assumption that the spectral density matrix should be positive definite is not applicable in this case. A procedure for checking the order of persistence is presented.

Keywords: persistent excitation, spectral density matrix, persistence checking.

(P1110812003, 731 KB) 

Biography:

Dr. W. C. Leite Filho received his Masters degree in 1982 and did his Ph.D from Federal University of Rio de Janeiro in 1991. He is currently working as Senior Researcher in the department of Space Systems of Aeronautics and Space Institute, São Paulo, Brazil. He has 100 publications in National and International journals and conferences to his credit. His areas of interest are in Guidance, Navigation, Control and Simulation of Aerospace Systems.

BibTex

(P1110812003, 731 KB)