Estimation of the parameters of a bilinear model with applications to submarine detection and system identification
Date of Original Version
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.
Digital Signal Processing: A Review Journal
Abrahamsson, Richard, Steven M. Kay, and Petre Stoica. "Estimation of the parameters of a bilinear model with applications to submarine detection and system identification." Digital Signal Processing: A Review Journal 17, 4 (2007): 756-773. doi:10.1016/j.dsp.2006.04.005.