Title :
On bilinear time-series modeling and estimation
Author :
Mohler, R.R. ; Tang, Z.
Author_Institution :
Dept. of Electr. & Comput. Eng., Oregon State Univ., Corvallis, OR, USA
Abstract :
The application of bilinear time-series models is summarized for processes where it is apparent that linear-Gaussian processes are not valid. Then bilinear autoregressive moving-average model properties are presented
Keywords :
estimation theory; time series; bilinear autoregressive moving-average model; bilinear time-series models; estimation; linear-Gaussian processes; Angular velocity; Application software; Blood; Bones; Cells (biology); Humans; Immune system; State estimation; Stochastic processes; Tumors;
Conference_Titel :
Decision and Control, 1988., Proceedings of the 27th IEEE Conference on
Conference_Location :
Austin, TX
DOI :
10.1109/CDC.1988.194453