Efficiency analysis of the simplified refined instrumental variable method for continuous-time systems

DOI10.1016/j.automatica.2020.109196zbMath1448.93063arXiv2002.00518OpenAlexW2977798500MaRDI QIDQ2003845

Rodrigo A. González, James S. Welsh, Cristian R. Rojas, Siqi Pan

Publication date: 5 October 2020

Published in: Automatica (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2002.00518

zbMATH Keywords

identificationCramér-Rao lower boundcontinuous-time systemsstatistical efficiencyinstrumental variable method

Mathematics Subject Classification ID

System identification (93B30) Linear systems in control theory (93C05)

Related Items (5)

Theoretical and practical aspects of the convergence of the SRIVC estimator for over-parameterized models ⋮ Consistency analysis and bias elimination of the instrumental-variable-based state variable filter method ⋮ Instrumental variable‐based multi‐innovation gradient estimation for nonlinear systems with scarce measurements ⋮ Refined instrumental variable methods for unstable continuous-time systems in closed-loop ⋮ Consistent identification of continuous-time systems under multisine input signal excitation

Uses Software

• CAPTAIN

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