Order Selection for Stochastic Bilinear Systems

• Published in: IFAC-PapersOnLine Vol. 56; no. 2; pp. 5837 - 5842
• Main Authors: Bokor, József, Terdik, György
• Format: Journal Article
• Language: English
• Published: Elsevier Ltd 01.01.2023
• Subjects: Discrete bilinear systems; Estimation and filtering; Frequency domain identification; Hermite series expansion; Nonlinear system identification; Order estimation by skewness; Realization theory; Singular values of Hankel matrix; Stochastic system identification; Estimation and filtering; Realization theory; Frequency domain identification; Discrete bilinear systems; Nonlinear system identification; Singular values of Hankel matrix; Order estimation by skewness; Hermite series expansion; Stochastic system identification
• ISSN: 2405-8963; 2405-8963
• DOI: 10.1016/j.ifacol.2023.10.076

Identification of bilinear systems subject to white inputs is studied. Assuming bilinearity we use the crosscovariances between the output and the higher order Hermite polynomials of the input for estimating the coefficients of the Hermite series expansion of the output. The parameters of the bilinear model are obtained via a balanced factorization of the appropriately constructed Hankel matrix. The skewness of the singular values of the estimated Hankel matrix is applied for testing the order selection for the bilinear model.