5 papers
Non-causal regularized least-squares for continuous-time system identification with band-limited input excitations
Rodrigo A. González, Cristian R. Rojas, Håkan Hjalmarsson
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 be…
Consistent identification of continuous-time systems under multisine input signal excitation
Rodrigo A. González, Cristian R. Rojas, Siqi Pan +1
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 in…
Efficiency Analysis of the Simplified Refined Instrumental Variable Method for Continuous-time Systems
Siqi Pan, James S. Welsh, Rodrigo A. González +1
In this paper, we derive the asymptotic Cramér-Rao lower bound for the continuous-time output error model structure and provide an analysis of the statistical efficiency of the Sim…
A Finite-Sample Deviation Bound for Stable Autoregressive Processes
Rodrigo A. González, Cristian R. Rojas
In this paper, we study non-asymptotic deviation bounds of the least squares estimator in Gaussian AR() processes. By relying on martingale concentration inequalities and a tail…
Finite sample deviation and variance bounds for first order autoregressive processes
Rodrigo A. González, Cristian R. Rojas
In this paper, we study finite-sample properties of the least squares estimator in first order autoregressive processes. By leveraging a result from decoupling theory, we derive up…