Parameter estimation for a bilinear time series model

A direct approach to the estimation of the parameters associated with a bilinear time series model is presented. 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 this technique and demonstrates its good properties are included.<
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