Publication Type |
Journal Article |
School or College |
College of Engineering |
Department |
Electrical & Computer Engineering |
Creator |
Mathews, V. John |
Other Author |
Moon,Todd K. |
Title |
Parameter estimation for a bilinear time series model |
Date |
1991 |
Description |
ABSTRACT This paper presents a direct approach to the estimation of the parameters associated with a bilinear time series model. The approach depends critically on the expressions for certain higher-order statistics of the signals that satisfy the bilinear model. These expressions are linear in most of the parameters of the model. The parameters are then estimated from an overdetermined set of equations. Results of an experiment that employs our technique and demonstrates its good properties are also included in the paper. |
Type |
Text |
Publisher |
Institute of Electrical and Electronics Engineers (IEEE) |
First Page |
3513 |
Last Page |
3516 |
Language |
eng |
Bibliographic Citation |
Mathews, V. J., & Moon, T. K. (1991). Parameter estimation for a bilinear time series model. Proc. IEEE Int. Conf. Acoust., Speech, Signal Proc., 3513-6. May. |
Rights Management |
(c) 1991 IEEE. Personal use of this material is permitted. However, permission to reprint/republish this material for advertising or promotional purposes or for creating new collective works for resale or redistribution to servers or lists, or to reuse any copyrighted component of this work in other works must be obtained from the IEEE. |
Format Medium |
application/pdf |
Format Extent |
308,844 bytes |
Identifier |
ir-main,15139 |
ARK |
ark:/87278/s6qz2vcq |
Setname |
ir_uspace |
ID |
705048 |
Reference URL |
https://collections.lib.utah.edu/ark:/87278/s6qz2vcq |