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Identification of stable elementary bilinear time-series model

Malinski L.

Archives of Control Sciences

2016

Vol. 26, no. 4

577--595

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.