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Identification of stable elementary bilinear time-series model

Research output: Contribution to journal › Article › peer-review

Abstract

The paper presents new approach to estimation of the coefficients of an elementary bilinear time series model (EB). Until now, a lot of authors have considered different identifiability conditions for EB models which implicated different identifiability ranges for the model coefficient. However, all of these ranges have a common feature namely they are significantly narrower than the stability range of the EB model. This paper proposes a simple but efficient solution which makes an estimation of the EB model coefficient possible within its entire stability range.

Original languageEnglish
Pages (from-to)577-595
Number of pages19
JournalArchives of Control Sciences
Volume26
Issue number4
DOIs
Publication statusPublished - Dec 2016

Keywords

  • Bilinear model
  • Identification
  • Time-series

ASJC Scopus subject areas

  • Control and Systems Engineering
  • Modeling and Simulation
  • Control and Optimization

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