A note on input signal generators: A relaxation of Willems' fundamental lemma in the SISO case

Abstract

We provide a practical relaxation of Willems' fundamental lemma for discrete-time linear time-invariant (single-input-single-output) systems. Instead of maintaining conventional Willems' persistency of excitation condition in the behavioral theory, we reformulate the problem in terms of signal generators, hence going back to the dynamical systems theory. We discuss the relationship between the persistency of excitation order and the dimension of the signal generator. Furthermore, we identify a necessary and sufficient condition on the signal generator that can generate informative input--output data for almost all systems and initial conditions. This even includes inputs outside the class originally suggested by Willems' fundamental lemma, for example, sinusoidal sequences with fewer frequencies. Finally, the signal generator perspective allows a natural extension to continuous-time systems.