Estimation of the parameters of a bilinear model with applications to submarine detection and system identification

Document Type

Article

Date of Original Version

1-1-2007

Abstract

In this work we study the problem of estimating the parameters of a bilinear model describing, e.g., the amplitude modulation of extremely low frequency electromagnetic (ELFE) signatures of submarines. A similar problem arises in estimation of a nonlinear dynamic system using a Hammerstein-Wiener model, where two nonlinear static blocks surround a linear dynamic block. For these purposes a new method is derived. It is also shown in the same context that a two-stage method for parameter estimation of Hammerstein-Wiener models can be interpreted as an approximate least squares method. We also show the similarities with the problem of weighted low-rank approximation and the fact that these problems can be solved exactly in finite time using solvers for global optimization of systems of polynomials based on self dual optimization. © 2006 Elsevier Inc. All rights reserved.

Publication Title, e.g., Journal

Digital Signal Processing: A Review Journal

Volume

17

Issue

4

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