On the Relation between Discrete and Continuous-time Refined Instrumental Variable Methods Article Swipe
Rodrigo A. González
,
Cristian R. Rojas
,
Siqi Pan
,
James S. Welsh
·
YOU?
·
· 2023
· Open Access
·
· DOI: https://doi.org/10.48550/arxiv.2305.19676
YOU?
·
· 2023
· Open Access
·
· DOI: https://doi.org/10.48550/arxiv.2305.19676
The Refined Instrumental Variable method for discrete-time systems (RIV) and its variant for continuous-time systems (RIVC) are popular methods for the identification of linear systems in open-loop. The continuous-time equivalent of the transfer function estimate given by the RIV method is commonly used as an initialization point for the RIVC estimator. In this paper, we prove that these estimators share the same converging points for finite sample size when the continuous-time model has relative degree zero or one. This relation does not hold for higher relative degrees. Then, we propose a modification of the RIV method whose continuous-time equivalent is equal to the RIVC estimator for any non-negative relative degree. The implications of the theoretical results are illustrated via a simulation example.
Related Topics
Concepts
Estimator
Initialization
Instrumental variable
Mathematics
Applied mathematics
Discrete time and continuous time
Transfer function
Variable (mathematics)
Degree (music)
Function (biology)
Continuous variable
Computer science
Mathematical optimization
Statistics
Mathematical analysis
Programming language
Electrical engineering
Physics
Evolutionary biology
Biology
Acoustics
Engineering
Metadata
- Type
- preprint
- Language
- en
- Landing Page
- http://arxiv.org/abs/2305.19676
- https://arxiv.org/pdf/2305.19676
- OA Status
- green
- Related Works
- 10
- OpenAlex ID
- https://openalex.org/W4379136747
All OpenAlex metadata
Raw OpenAlex JSON
- OpenAlex ID
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https://openalex.org/W4379136747Canonical identifier for this work in OpenAlex
- DOI
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https://doi.org/10.48550/arxiv.2305.19676Digital Object Identifier
- Title
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On the Relation between Discrete and Continuous-time Refined Instrumental Variable MethodsWork title
- Type
-
preprintOpenAlex work type
- Language
-
enPrimary language
- Publication year
-
2023Year of publication
- Publication date
-
2023-05-31Full publication date if available
- Authors
-
Rodrigo A. González, Cristian R. Rojas, Siqi Pan, James S. WelshList of authors in order
- Landing page
-
https://arxiv.org/abs/2305.19676Publisher landing page
- PDF URL
-
https://arxiv.org/pdf/2305.19676Direct link to full text PDF
- Open access
-
YesWhether a free full text is available
- OA status
-
greenOpen access status per OpenAlex
- OA URL
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https://arxiv.org/pdf/2305.19676Direct OA link when available
- Concepts
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Estimator, Initialization, Instrumental variable, Mathematics, Applied mathematics, Discrete time and continuous time, Transfer function, Variable (mathematics), Degree (music), Function (biology), Continuous variable, Computer science, Mathematical optimization, Statistics, Mathematical analysis, Programming language, Electrical engineering, Physics, Evolutionary biology, Biology, Acoustics, EngineeringTop concepts (fields/topics) attached by OpenAlex
- Cited by
-
0Total citation count in OpenAlex
- Related works (count)
-
10Other works algorithmically related by OpenAlex
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| abstract_inverted_index.commonly | 41 |
| abstract_inverted_index.degrees. | 86 |
| abstract_inverted_index.estimate | 34 |
| abstract_inverted_index.example. | 121 |
| abstract_inverted_index.function | 33 |
| abstract_inverted_index.relation | 79 |
| abstract_inverted_index.relative | 73, 85, 108 |
| abstract_inverted_index.transfer | 32 |
| abstract_inverted_index.estimator | 104 |
| abstract_inverted_index.converging | 62 |
| abstract_inverted_index.equivalent | 29, 98 |
| abstract_inverted_index.estimator. | 50 |
| abstract_inverted_index.estimators | 58 |
| abstract_inverted_index.open-loop. | 26 |
| abstract_inverted_index.simulation | 120 |
| abstract_inverted_index.illustrated | 117 |
| abstract_inverted_index.theoretical | 114 |
| abstract_inverted_index.Instrumental | 2 |
| abstract_inverted_index.implications | 111 |
| abstract_inverted_index.modification | 91 |
| abstract_inverted_index.non-negative | 107 |
| abstract_inverted_index.discrete-time | 6 |
| abstract_inverted_index.identification | 21 |
| abstract_inverted_index.initialization | 45 |
| abstract_inverted_index.continuous-time | 13, 28, 70, 97 |
| cited_by_percentile_year | |
| countries_distinct_count | 0 |
| institutions_distinct_count | 4 |
| citation_normalized_percentile |