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Theoretical and pra...
Theoretical and practical aspects of the convergence of the SRIVC estimator for over-parameterized models
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- González, Rodrigo A. (författare)
- KTH,Reglerteknik
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- Rojas, Cristian R., 1980- (författare)
- KTH,Reglerteknik
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- Pan, Siqi (författare)
- University of Newcastle, Australia
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- Welsh, James S. (författare)
- University of Newcastle, Australia
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(creator_code:org_t)
- Elsevier BV, 2022
- 2022
- Engelska.
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Ingår i: Automatica. - : Elsevier BV. - 0005-1098 .- 1873-2836. ; 142, s. 110355-110355
- Relaterad länk:
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https://doi.org/10.1...
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https://urn.kb.se/re...
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https://doi.org/10.1...
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Abstract
Ämnesord
Stäng
- 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.
Ämnesord
- TEKNIK OCH TEKNOLOGIER -- Elektroteknik och elektronik -- Reglerteknik (hsv//swe)
- ENGINEERING AND TECHNOLOGY -- Electrical Engineering, Electronic Engineering, Information Engineering -- Control Engineering (hsv//eng)
Nyckelord
- System identification
- Continuous-time systems
- Instrumental variable method
- Model order selection
Publikations- och innehållstyp
- ref (ämneskategori)
- art (ämneskategori)
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