Abstract
The refined instrumental variable method for continuous-time systems, abbreviated as the RIVC method, has been well accepted and used successfully for years in many disciplines. This study fills up a theoretical gap by proving the convergence property of the RIVC method: under some mild assumptions, the estimate from the RIVC method locally converges in one iteration to the true parameter in the asymptotic case. A numerical example is presented to demonstrate the convergence property of the RIVC method.
| Original language | English |
|---|---|
| Pages (from-to) | 868-877 |
| Number of pages | 10 |
| Journal | IET Control Theory and Applications |
| Volume | 5 |
| Issue number | 7 |
| DOIs | |
| Publication status | Published - 2011 |
Keywords
- instrumental variables (statistics)
- Continuous-time system identification; Convergence analysis; Convergence properties; Instrumental variable methods; Numerical example; Convergence of numerical methods; Refining; Continuous time systems