- 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
- Reviewed
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