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The fundamental lemma by Jan C. Willems and co-workers, which is deeply rooted in behavioral systems theory, has become one of the supporting pillars of the recent progress on data-driven control and system analysis. This tutorial-style…

Optimization and Control · Mathematics 2023-05-01 Timm Faulwasser , Ruchuan Ou , Guanru Pan , Philipp Schmitz , Karl Worthmann

The fundamental lemma by Willems and coauthors facilitates a parameterization of all trajectories of a linear time-invariant system in terms of a single, measured one. This result plays an important role in data-driven simulation and…

Optimization and Control · Mathematics 2022-05-16 Jeremy Coulson , Henk van Waarde , Florian Dörfler

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 condition holds. This result has profound implications for system…

Optimization and Control · Mathematics 2020-05-08 Henk J. van Waarde , Claudio De Persis , M. Kanat Camlibel , Pietro Tesi

Willems' Fundamental Lemma provides a powerful data-driven parametrization of all trajectories of a controllable linear time-invariant system based on one trajectory with persistently exciting (PE) input. In this paper, we present a novel…

Optimization and Control · Mathematics 2024-12-04 Julian Berberich , Andrea Iannelli , Alberto Padoan , Jeremy Coulson , Florian Dörfler , Frank Allgöwer

The Willems' fundamental lemma, which characterizes linear dynamics with measured trajectories, has found successful applications in controller design and signal processing, which has driven a broad research interest in its extension to…

Optimization and Control · Mathematics 2021-06-01 Yingzhao Lian , Colin N. Jones

Willems' fundamental lemma asserts that all trajectories of a linear time-invariant system can be obtained from a finite number of measured ones, assuming that controllability and a persistency of excitation condition hold. We show that…

Systems and Control · Electrical Eng. & Systems 2021-04-13 Yue Yu , Shahriar Talebi , Henk J. van Waarde , Ufuk Topcu , Mehran Mesbahi , Behçet Açıkmeşe

We illustrate a novel version of Willems' lemma for data-based representation of continuous-time systems. The main novelties compared to previous works are two. First, the proposed framework relies only on measured input-output trajectories…

Systems and Control · Electrical Eng. & Systems 2024-05-27 Victor G. Lopez , Matthias A. Müller , Paolo Rapisarda

We present a stochastic constrained output-feedback data-driven predictive control scheme for linear time-invariant systems subject to bounded additive disturbances. The approach uses data-driven predictors based on an extension of Willems'…

Systems and Control · Electrical Eng. & Systems 2025-10-07 Johannes Teutsch , Sebastian Kerz , Dirk Wollherr , Marion Leibold

This work establishes a crucial step toward advancing data-driven trajectory-based methods for stochastic systems with unknown mathematical dynamics. In contrast to scenario-based approaches that rely on independent and identically…

Systems and Control · Electrical Eng. & Systems 2025-08-01 Abolfazl Lavaei

A succesful method to describe the asymptotic behavior of a discrete time stochastic process governed by some recursive formula is to relate it to the limit sets of a well chosen mean differential equation. Under an attainability condition,…

Probability · Mathematics 2011-01-19 Mathieu Faure , Gregory Roth

We construct a stochastic dynamical systems theory in which sustainability is a structural boundary property of a fully coupled Earth--Human--Production system. Each subsystem is modelled as a vector-valued process governed by stochastic…

Theoretical Economics · Economics 2026-03-02 Claudio Pirrone , Stefano Fricano , Gioacchino Fazio

Adaptive dynamical systems arise in a multitude of contexts, e.g., optimization, control, communications, signal processing, and machine learning. A precise characterization of their fundamental limitations is therefore of paramount…

Information Theory · Computer Science 2010-10-13 Maxim Raginsky

The measurement of human behavior remains a central challenge across the behavioral sciences. Traditional approaches typically rely on passive observation of responses collected under static or weakly controlled conditions, limiting the…

Methodology · Statistics 2026-03-31 Pietro Cipresso

One of the basic frameworks in science views behavioral products as a process within a dynamic system. The mechanism might be seen as a representation of many instances of centralized control in real time. Many real systems, however,…

Dynamical Systems · Mathematics 2019-08-19 Chulwook Park

Koopman operator theory and Willems' fundamental lemma both can provide (approximated) data-driven linear representation for nonlinear systems. However, choosing lifting functions for the Koopman operator is challenging, and the quality of…

Optimization and Control · Mathematics 2024-11-26 Xu Shang , Jorge Cortés , Yang Zheng

In the data-based setting, analysis and control design of dynamical systems using measured data are typically based on overlapping trajectory segments of the input and output variables. This could lead to complex designs because the system…

Systems and Control · Electrical Eng. & Systems 2025-01-23 Yitao Yan , Jie Bao , Biao Huang

Extending data-driven algorithms based on Willems' fundamental lemma to stochastic data often requires empirical and customized workarounds. This work presents a unified Bayesian framework for linear systems that provides a systematic and…

Systems and Control · Electrical Eng. & Systems 2026-05-01 Mingzhou Yin , Andrea Iannelli , Seyed Ali Nazari , Matthias A. Müller

In this paper we investigate data-driven predictive control of discrete-time linear descriptor systems. Specifically, we give a tailored variant of Willems' fundamental lemma, which shows that for descriptor systems the non-parametric…

Optimization and Control · Mathematics 2022-02-17 Philipp Schmitz , Timm Faulwasser , Karl Worthmann

In \cite{ CLEVACKTHI, CLEVACK} an attempt is made to find a comprehensive mathematical framework in which to investigate the problems of well-posedness, asymptotic analysis and parameter estimation for fully nonlinear evolutionary game…

Dynamical Systems · Mathematics 2014-12-02 John Cleveland

Data-driven control uses a past signal trajectory to characterise the input-output behaviour of a system. Willems' lemma provides a data-based prediction model allowing a control designer to bypass the step of identifying a state-space or…

Systems and Control · Electrical Eng. & Systems 2024-03-25 Roy S. Smith , Mohamed Abdalmoaty , Mingzhou Yin
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