English

On a Continuous-Time Version of Willems' Lemma

Systems and Control 2023-04-03 v3 Systems and Control

Abstract

In this paper, a method to represent every input-output trajectory of a continuous-time linear system in terms of previously collected data is presented. This corresponds to a continuous-time version of the well-known Willems' lemma. The result is obtained by sampling the continuous signals at regular intervals, and constructing Hankel-like structures that closely resemble their discrete-time counterparts. Then, it is shown how to use measured persistently excited data to design a time-varying vector of parameters that allows the generation of arbitrary piecewise differentiable trajectories. A class of input signals that satisfies the conditions for persistence of excitation is also provided.

Keywords

Cite

@article{arxiv.2203.03702,
  title  = {On a Continuous-Time Version of Willems' Lemma},
  author = {Victor G. Lopez and Matthias A. Müller},
  journal= {arXiv preprint arXiv:2203.03702},
  year   = {2023}
}

Comments

6 pages, conference paper

R2 v1 2026-06-24T10:05:13.589Z