Title :
Unbiased parameter estimation for the identification of bilinear systems
Author :
Meddeb, Souad ; Tourneret, J.Y. ; Castanie, Francis
Author_Institution :
ENSEEIHT, Toulouse, France
Abstract :
This paper addresses the problem of time-invariant (TIV) bilinear system identification. The input-output relation of a TIV bilinear system is expressed as a time-varying recursive equation. Such a formulation allows us to estimate the unknown bilinear system parameters using a modified least-squares (MLS) algorithm. The MLS method provides unbiased estimates of the unknown bilinear parameters. Several simulations illustrate the MLS estimator performance
Keywords :
bilinear systems; least squares approximations; recursive estimation; simulation; time-varying systems; bilinear systems; input-output relation; modified least-squares algorithm; performance; simulations; time-invariant identification; time-varying recursive equation; unbiased parameter estimation; Autoregressive processes; Colored noise; Equations; Least squares approximation; Multilevel systems; Nonlinear systems; Parameter estimation; Resonance light scattering; Speech processing; TV;
Conference_Titel :
Statistical Signal and Array Processing, 2000. Proceedings of the Tenth IEEE Workshop on
Conference_Location :
Pocono Manor, PA
Print_ISBN :
0-7803-5988-7
DOI :
10.1109/SSAP.2000.870106
