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 language | English |
|---|---|
| Pages (from-to) | 577-595 |
| Number of pages | 19 |
| Journal | Archives of Control Sciences |
| Volume | 26 |
| Issue number | 4 |
| DOIs | |
| Publication status | Published - 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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