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

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posted on 2025-05-09, 20:34 authored by Rodrigo A. González, Cristian R. Rojas, Siqi Pan, James Welsh
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.

History

Journal title

Automatica

Volume

142

Issue

August 2022

Article number

110355

Publisher

Elsevier

Language

  • en, English

College/Research Centre

College of Engineering, Science and Environment

School

School of Engineering

Rights statement

© 2022 The Author(s). Published by Elsevier Ltd. This is an open access article under the CC BY license (http://creativecommons.org/licenses/by/4.0/).

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