DocumentCode
1884318
Title
Parameter estimation for a bilinear time series model
Author
Mathews, V. John ; Moon, Todd K.
Author_Institution
Dept. of Electr. Eng., Utah Univ., Salt Lake City, UT, USA
fYear
1991
fDate
14-17 Apr 1991
Firstpage
3513
Abstract
A direct approach to the estimation of the parameters associated with a bilinear time series model is presented. The approach depends critically on the expressions for certain higher-order statistics of the signals that satisfy the bilinear model. These expressions are linear in most of the parameters of the model. The parameters are then estimated from an overdetermined set of equations. Results of an experiment that employs this technique and demonstrates its good properties are included
Keywords
parameter estimation; spectral analysis; time series; bilinear time series model; higher-order statistics; parameter estimation; spectrum estimation; Cities and towns; Control system synthesis; Higher order statistics; Linear systems; Moon; Nonlinear equations; Nonlinear systems; Parameter estimation; Signal processing; Spectral analysis;
fLanguage
English
Publisher
ieee
Conference_Titel
Acoustics, Speech, and Signal Processing, 1991. ICASSP-91., 1991 International Conference on
Conference_Location
Toronto, Ont.
ISSN
1520-6149
Print_ISBN
0-7803-0003-3
Type
conf
DOI
10.1109/ICASSP.1991.150214
Filename
150214
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