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Bilinear time series model parameter identification
9 from (2, when lt o · 605,[link widoczny dla zalogowanych], the model does not satisfy reversibility conditions. Table l therefore directly reflects the conclusion of this article. References 1 Yang Shuzi. Wu Ya and so on. Time series points off the engineering application (below). Wuhan: Huazhong University Press. 19922GabrMM. Arecursive (on-line) Identificationofbilinearsystems. InternationalJournalofCo ~ ro1.1986: 44 (4) :911-9173LjungL. Soderstrom. TheoryandPracticeofRecursiveIdentification. TheMlTPress,[link widoczny dla zalogowanych], 19834ChenS. BillingsSA. Recursivepredictionerrorparameterestimatorfornon-linearmodels. 1nterrm-tiona1Journa1ofControl, 1989; 49 (2) :569-5945 Zhu Xiangyang. Advice from the regression and the bilinear model in engineering research: [Dissertation]. Nanjing,[link widoczny dla zalogowanych], Southeast University,[link widoczny dla zalogowanych], Instrument Science and Engineering. 19926 Jing Tian. Kim Du view. Shijiu En. Effective data processing dynamic moment Q sequence analysis. Beijing; Meteorological Press, 1986RecursiveParameterEstimationforBilinearTimeSeriesModelZhuXiangyangZhongBinglin (DeptMechenicalEnginedng, SoutheastUnlversityNanjing-210098) XiongYoulunYankShuzi (HuazhongUniversityofScienceandTechnologyWuhan · 430074) AbstractThispaperdealswiththeparameteridentificationofbilineartimeseriesmode1. BaseduponthefirstorderapproximationoftheTaylorseries, arecurslveformulationofpredictionerrorparameteresima-tionalg ~ orithmisdeveloped. Someaspectsofconvergencepropertiesoftheproposedapproachareanalysed · forthispurpo ~. theconceptofm-invertibilityofbilineartimeseriesmodelirieflyintroduced · andthemethodknownastheaccompanyODE-ordinarydifferentialequationisapplied. Itisshownthattheconver-gencepointoftherecursivepredictionerroralgorithmioundtoinsidethem-invertibibtyregion-ifsuchaconvergencepointexists. Numericalexamplesarealsogiventodemonstratetheconclusionsofthispaper. Keywords: Bilinearmodel ~ timeseries ~ m-invertibility {parameteridentification Zhu Xiangyang first of the men. Dr. Cut Professor, 1966.
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