Bilinear system

Model description: 

The time-invariant bilinear system is given by

$$Y(t) = 1.5X(t) + 1.2X(t-1) - 0.2X(t-2) + 0.7X(t-1)Y(t-1) - 0.1X(t-2)Y(t-2) + \epsilon(t),$$

where $A=0, \alpha=0, B=\begin{bmatrix}1.5 &1.2 &-0.2\end{bmatrix}, C = \begin{bmatrix}0.7 &0 &-0.1\end{bmatrix}$. Note that $\Theta = \begin{bmatrix}B & C\end{bmatrix}^{\mathrm T}.$

Type: 

Form: 

Model order: 

2

Time domain: 

Linearity: 

Publication details: 

TitleIdentification of bilinear systems using Bayesian inference
Publication TypeConference Paper
AuthorsMeddeb, S., Tourneret J.Y., and Castanie F.