Theoretical and practical aspects of the convergence of the SRIVC estimator for over-parameterized models

Title: Theoretical and practical aspects of the convergence of the SRIVC estimator for over-parameterized models
Creator: González, Rodrigo A.; Rojas, Cristian R.; Pan, Siqi; Welsh, James S.
Relation: Automatica Vol. 142, Issue August 2022, no. 110355
Publisher Link: http://dx.doi.org/10.1016/j.automatica.2022.110355
Publisher: Elsevier
Resource Type: journal article
Date: 2022
Description: The Simplified Refined Instrumental Variable method for Continuous-time systems (SRIVC) is one of the most popular direct methods for linear continuous-time system identification. Only recently, some optimal asymptotic properties of this method have been proven. Here we provide a comprehensive analysis of the convergence of the SRIVC method for over-parameterized models. The results we derive are used to discuss practical aspects of the method and to analyze the behavior of the normalized error variance norm, which is a central part in Young's Information Criterion for model order selection. The theoretical findings are validated through simulation examples.
Subject: system identification; continuous-time systems; instrumental variable method; model order selection
Identifier: http://hdl.handle.net/1959.13/1486999
Identifier: uon:52018
Identifier: ISSN:0005-1098
Rights: x
Language: eng
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