Title :
On estimation with bilinear time series
Author :
Mohler, R.R. ; Tang, Z.
Author_Institution :
Oregon State University, Corvallis OR, USA
Abstract :
Bilinear time series models which include quadratic random excitation as well as linear and state-multlplied excitations are considered here. Sample, time-average moments are computed to estimate model parameters. Scalar and restricted vector cases are considered.
Keywords :
Equations; Fluctuations; Geophysics computing; Linear systems; Nonlinear systems; Parameter estimation; Random processes; Sampling methods; Stochastic systems; Vectors;
Conference_Titel :
Acoustics, Speech, and Signal Processing, IEEE International Conference on ICASSP '86.
DOI :
10.1109/ICASSP.1986.1168690
