Parameter estimation for a bilinear time series model

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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
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