Data-Driven Tests for Controllability

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 time-invariant system is controllable. In this letter, 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.