A Frequency-Domain Version of Willems' Fundamental Lemma

Abstract: Willems' fundamental lemma has recently received an impressive amount of attention in the (data-driven) control community. In this paper, we formulate a frequency-domain equivalent of this lemma. In doing so, we bridge the gap between recent developments in data-driven analysis and control and the extensive knowledge on non-parametric frequency-domain identification that has accumulated, particularly in industry, through decades of working with classical (frequency-domain) control and identification techniques. Our formulation also allows for the combination of multiple data sets in the sense that, in the data, multiple input directions may be excited at the same frequency. We also illustrate the usefulness of our results by demonstrating how they can be applied to perform frequency-domain-data-driven simulation.