DocumentCode
2999973
Title
On estimation with bilinear time series
Author
Mohler, R.R. ; Tang, Z.
Author_Institution
Oregon State University, Corvallis OR, USA
Volume
11
fYear
1986
fDate
31503
Firstpage
1425
Lastpage
1428
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;
fLanguage
English
Publisher
ieee
Conference_Titel
Acoustics, Speech, and Signal Processing, IEEE International Conference on ICASSP '86.
Type
conf
DOI
10.1109/ICASSP.1986.1168690
Filename
1168690
Link To Document