Unbiased parameter estimation for the identification of bilinear systems

This paper addresses the problem of time-invariant (TIV) bilinear system identification. The input-output relation of a TIV bilinear system is expressed as a time-varying recursive equation. Such a formulation allows us to estimate the unknown bilinear system parameters using a modified least-squares (MLS) algorithm. The MLS method provides unbiased estimates of the unknown bilinear parameters. Several simulations illustrate the MLS estimator performance.