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Bilinear system identification by Volterra kernels estimation

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2 Author(s)
Inagaki, M. ; Niigata University, Niigata, Japan ; Mochizuki, H.

This note considers the identification of bilinear discrete-time dynamic systems from sequences of input and noise corrupted output measurements. In contrast to other approaches, the proposed algorithm is simple and does not require knowledge of the noise statistics. It is also shown that the obtained estimates are unbiased and consistent, which is not shown in the previous papers.

Published in:

Automatic Control, IEEE Transactions on  (Volume:29 ,  Issue: 8 )