DocumentCode
1123588
Title
A reduced parameter bilinear time series model
Author
Zhang, Yongqing ; Hagan, Martin T.
Author_Institution
Mactronix, Richardson, TX, USA
Volume
42
Issue
7
fYear
1994
fDate
7/1/1994 12:00:00 AM
Firstpage
1867
Lastpage
1870
Abstract
A new bilinear time series structure is proposed and is tested on three sample time series to demonstrate its effectiveness. It is found that the proposed bilinear model can represent both nonlinearity and multiperiodicity, and it therefore provides a useful model class for general applications. In addition, the proposed bilinear model uses fewer parameters than conventional bilinear models with the same structure
Keywords
parameter estimation; time series; bilinear time series; estimation techniques; identification techniques; multiperiodicity; nonlinearity; reduced parameter model; Analysis of variance; Autoregressive processes; Convolution; Digital signal processing; Gaussian noise; Integrated circuit modeling; Signal analysis; Signal processing; Telecommunications; White noise;
fLanguage
English
Journal_Title
Signal Processing, IEEE Transactions on
Publisher
ieee
ISSN
1053-587X
Type
jour
DOI
10.1109/78.298301
Filename
298301
Link To Document