Identification of a mixed linear-bilinear diagonal time series model

• Autorzy: Bielińska E.
• Języki publikacji: EN

Abstrakty

EN

The paper concerns a stochastic mixed linear-bilinear diagonal time series model that can be applied for a class of non-linear processes with disturbances. The essential part of the model proposed is an elementary bilinear time series model whose statistical properties are discussed in the paper. Identification of the model parameters is performed with the use of the moments, estimated from a set of data representing the process considered. To this aim, the dependence of the four central moments upon the bilinear model parameters is analytically expressed. Identification method is suggested and the results of identification for several examples are included. Besides, the proposed method is applied for identification time series coming from a cardiovascular system, a respiratory system and a chemical process.

Słowa kluczowe

EN

stochastic processes; identification; time series; elementary bilinear time series model

PL

proces stochastyczny; identyfikacja; szereg czasowy

• Wydawca: Oficyna Wydawnicza Politechniki Wrocławskiej
• Czasopismo: Systems Science
• Rocznik: 2005
• Tom: Vol. 31, no 3
• Strony: 21--36
• Opis fizyczny: Bibliogr. 11 poz., wykr.

Twórcy

autor

Bielińska E.

• The Silesian Technical University, ul. Akademicka 16, 44-100 Gliwice,

Bibliografia

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