相关论文: Consistency Analysis of the Simplified Refined Ins…
For many years, the Simplified Refined Instrumental Variable method for Continuous-time systems (SRIVC) has been widely used for identification. The intersample behaviour of the input plays an important role in this method, and it has been…
Refined instrumental variable methods have been broadly used for identification of continuous-time systems in both open and closed-loop settings. However, the theoretical properties of these methods are still yet to be fully understood when…
The Consistency of the Closed-Loop Simplified Refined Instrumental Variable method for Continuous-time system (CLSRIVC) is analysed based on sampled data. It is proven that the CLSRIVC estimator is not consistent when a continuous-time…
In this paper, we derive the asymptotic Cram\'er-Rao lower bound for the continuous-time output error model structure and provide an analysis of the statistical efficiency of the Simplified Refined Instrumental Variable method for…
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…
This paper focuses on the invariance control problem for discrete-time switched nonlinear systems. The proposed approach computes controlled invariant sets in a finite number of iterations and directly yields a partition-based invariance…
This paper analyzes the benefits of sampling intraday returns in intrinsic time for the realized variance (RV) estimator. We theoretically show in finite samples that depending on the permitted sampling information, the RV estimator is most…
This paper discusses estimation with a categorical instrumental variable in settings with potentially few observations per category. The proposed categorical instrumental variable estimator (CIV) leverages a regularization assumption that…
The paper proposes an algorithm for a discretization (sampled-time implementation) of a homogeneous control preserving the finite-time and nearly fixed-time stability property of the original (sampling-free) system. The sampling period is…
This paper considers a simulation-based estimator for a general class of Markovian processes and explores some strong consistency properties of the estimator. The estimation problem is defined over a continuum of invariant distributions…
In this work, we obtain sufficient conditions for the "stability" of our recently proposed algorithms, Least Squares Compressive Sensing residual (LS-CS) and modified-CS, for recursively reconstructing sparse signal sequences from noisy…
A distributed estimation scheme where the sensors transmit with constant modulus signals over a multiple access channel is considered. The proposed estimator is shown to be strongly consistent for any sensing noise distribution in the…
Traditional instrumental variable (IV) methods often struggle with weak or invalid instruments and rely heavily on external data. We introduce a Synthetic Instrumental Variable (SIV) approach that constructs valid instruments using only…
In continuous-time system identification, the intersample behavior of the input signal is known to play a crucial role in the performance of estimation methods. One common input behavior assumption is that the spectrum of the input is…
In this paper, we systematically study the consistency of sliced average variance estimation (SAVE). The findings reveal that when the response is continuous, the asymptotic behavior of SAVE is rather different from that of sliced inverse…
This paper proposes a frequency-wise approach for stability analysis of multi-input, multi-output (MIMO) Linear Time-Invariant (LTI) feedback systems through Scaled Relative Graphs (SRGs). Unlike traditional methods, such as the Generalized…
This paper is concerned with the stability analysis of continuous-time switched systems with a random switching signal. The switching signal manifests its characteristics with that the dwell time in each subsystem consists of a fixed part…
For statistical inference of means of stationary processes, one needs to estimate their time-average variance constants (TAVC) or long-run variances. For a stationary process, its TAVC is the sum of all its covariances and it is a multiple…
Dynamic systems are ubiquitous in nature and are used to model many processes in biology, chemistry, physics, medicine, and engineering. In particular, systems of ordinary differential equations are commonly used for the mathematical…
In this paper, we consider the interference rejection combining (IRC) receiver, which improves the cell-edge user throughput via suppressing inter-cell interference and requires estimating the covariance matrix including the inter-cell…