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  • 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 headings

TEKNIK OCH TEKNOLOGIER  -- Elektroteknik och elektronik -- Reglerteknik (hsv//swe)
ENGINEERING AND TECHNOLOGY  -- Electrical Engineering, Electronic Engineering, Information Engineering -- Control Engineering (hsv//eng)

Keyword

System identification
Continuous-time systems
Instrumental variable method
Model order selection

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By the author/editor
González, Rodrig ...
Rojas, Cristian ...
Pan, Siqi
Welsh, James S.
About the subject
ENGINEERING AND TECHNOLOGY
ENGINEERING AND ...
and Electrical Engin ...
and Control Engineer ...
Articles in the publication
Automatica
By the university
Royal Institute of Technology

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