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- González, Rodrigo A., et al.
(author)
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Theoretical and practical aspects of the convergence of the SRIVC estimator for over-parameterized models
- 2022
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In: Automatica. - : Elsevier BV. - 0005-1098 .- 1873-2836. ; 142, s. 110355-110355
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Journal article (peer-reviewed)abstract
- 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.
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