Identification of stable elementary bilinear time-series model

• Autorzy: Malinski L.

Identyfikatory

DOI

10.1515/acsc-2016-0032

• Języki publikacji: EN

Abstrakty

EN

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.

Słowa kluczowe

EN

bilinear model; time-series; identification

• Wydawca: Polish Academy of Sciences, Committee of Automatic Control and Robotics
• Czasopismo: Archives of Control Sciences
• Rocznik: 2016
• Tom: Vol. 26, no. 4
• Strony: 577--595
• Opis fizyczny: Bibliogr. 40 poz., rys., wykr., wzory

Twórcy

autor

Malinski L.

• Division of Industrial Informatics, Silesian University of Technology, Krasinskiego 8, 40-019 Katowice, Poland

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