No abstract

The fundamental lemma due to Willems et al. "A note on persistency of excitation," Syst. Control Lett., vol. 54, no. 4, pp. 325-329, 2005 plays an important role in system identification and data-driven control. One of the assumptions for the fundamental lemma is that the underlying linear timeinvariant system is controllable. In this paper, the fundamental lemma is extended to address system identification for uncontrollable systems. Then, a data-driven algebraic test is derived to check whether the underlying system is controllable or not. An algorithm based on the singular value decomposition of a Hankel matrix constructed from the data is provided to implement the developed test. The algorithm has cubic computational cost. Examples are given to illustrate the theoretical results.

Summary In system identification, prior knowledge about the model structure may be available. However, imposing this structure on the identified model may be nontrivial. A new discrete‐time linear time‐invariant identification method is presented in the article that imposes prior knowledge of the degree of the common denominator of the system's transfer function matrix and the degrees of the numerators. First, a method is outlined for the solution in case of exact data. Then, this method is extended for noisy data in the output error setting. An initial estimate obtained by a subspace method is improved by a structured low‐rank approximation method. The performance of the method imposing the structure is compared on simulated data with the performance of classical identification methods that do not impose the structure.