Publication Type |
Journal Article |
School or College |
College of Engineering |
Department |
Electrical & Computer Engineering |
Creator |
Mathews, V. John |
Other Author |
Lee, Junghsi |
Title |
Techniques for bilinear time series analysis |
Date |
1993 |
Description |
This paper reviews the general problem of nonlinear time series analysis. The special case of bilinear time series analysis is discussed in detail. The stability of the estimated nonlinear system models is of particular importance. We discuss a simple sufficient condition for the stability of such models. Several approaches to the estimation of the parameters of a bilinear time series are then reviewed. The paper concludes with a discussion of some theoretical aspects associated with using nonlinear time series models in applications involving predictive data compression. |
Type |
Text |
Publisher |
Institute of Electrical and Electronics Engineers (IEEE) |
First Page |
1016 |
Last Page |
1020 |
Language |
eng |
Bibliographic Citation |
Mathews, V. J., & Lee, J. (1993). Techniques for bilinear time series analysis. Proc. Twenty Seventh Annual Asilomar Conference on Signals, Systems and Computers, 1016-20. November. |
Rights Management |
(c) 1993 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 |
378,548 bytes |
Identifier |
ir-main,15117 |
ARK |
ark:/87278/s6c5440t |
Setname |
ir_uspace |
ID |
702846 |
Reference URL |
https://collections.lib.utah.edu/ark:/87278/s6c5440t |