DocumentCode
3017763
Title
On identification of non-Gaussian time series
Author
Mohler, R.R. ; Tang, Zhen ; Tang, Z.
Author_Institution
Oregon State University, Corvallis OR, USA
Volume
12
fYear
1987
fDate
31868
Firstpage
57
Lastpage
60
Abstract
Affine bilinear time series models AB(p,q) are considered here. An "inverse method" is used to estimate model parameters. A non-anticipative AB(p,p) model could be transfered to 2p -1 dimension vector form AB
Keywords
Computational modeling; Computer simulation; Contracts; Difference equations; Estimation theory; H infinity control; Inverse problems; Parameter estimation; Statistical distributions; Statistics;
fLanguage
English
Publisher
ieee
Conference_Titel
Acoustics, Speech, and Signal Processing, IEEE International Conference on ICASSP '87.
Type
conf
DOI
10.1109/ICASSP.1987.1169728
Filename
1169728
Link To Document