Willems' Fundamental Lemma for State-Space Systems and Its Extension to Multiple Datasets

Willems et al. 's fundamental lemma asserts that all trajectories of a linear system can be obtained from a single given one, assuming that a persistency of excitation and a controllability condition hold. This result has profound implications for system identification and data-driven control,...

Full description

Saved in:
Bibliographic Details
Published inIEEE control systems letters Vol. 4; no. 3; pp. 602 - 607
Main Authors van Waarde, Henk J., De Persis, Claudio, Camlibel, M. Kanat, Tesi, Pietro
Format Journal Article
LanguageEnglish
Published IEEE 01.07.2020
Subjects
Computational modeling
Controllability
Identification for control
Instruments
Kernel
Linear systems
Trajectory
Online AccessGet full text

Cover

More Information
Summary:Willems et al. 's fundamental lemma asserts that all trajectories of a linear system can be obtained from a single given one, assuming that a persistency of excitation and a controllability condition hold. This result has profound implications for system identification and data-driven control, and has seen a revival over the last few years. The purpose of this letter is to extend Willems' lemma to the situation where multiple (possibly short) system trajectories are given instead of a single long one. To this end, we introduce a notion of collective persistency of excitation. We will show that all trajectories of a linear system can be obtained from a given finite number of trajectories, as long as these are collectively persistently exciting. We will demonstrate that this result enables the identification of linear systems from data sets with missing samples. Additionally, we show that the result is of practical significance in data-driven control of unstable systems.
ISSN:2475-1456
2475-1456
DOI:10.1109/LCSYS.2020.2986991