Title :
Techniques for bilinear time series analysis
Author :
Mathews, V.John ; Lee, Junghsi
Author_Institution :
Dept. of Electr. Eng., Utah Univ., Salt Lake City, UT, USA
Abstract :
This paper reviews the general problem of nonlinear time series analysis. The special case of bilinear time series analysis is discussed in detail. The stability of the estimated nonlinear system models is of particular importance. We discuss a simple sufficient condition for the stability of such models. Several approaches to the estimation of the parameters of a bilinear time series are then reviewed. The paper concludes with a discussion of some theoretical aspects associated with using nonlinear time series models in applications involving predictive data compression
Keywords :
data compression; encoding; linear systems; nonlinear systems; parameter estimation; spectral analysis; stability; time series; bilinear time series analysis; estimated nonlinear system models; nonlinear time series analysis; parameter estimation; predictive data compression; stability; sufficient condition; Biological system modeling; Cities and towns; Data compression; Nonlinear systems; Parameter estimation; Polynomials; Predictive models; Stability; Sufficient conditions; Time series analysis;
Conference_Titel :
Signals, Systems and Computers, 1993. 1993 Conference Record of The Twenty-Seventh Asilomar Conference on
Conference_Location :
Pacific Grove, CA
Print_ISBN :
0-8186-4120-7
DOI :
10.1109/ACSSC.1993.342416
