A note on the properties of some time varying bilinear models

✍ Scribed by Abdelouahab Bibi; Alwell J. Oyet

• Publisher: Elsevier Science
• Year: 2002
• Tongue: English
• Weight: 153 KB
• Volume: 58
• Category: Article
• ISSN: 0167-7152
• DOI: 10.1016/s0167-7152(02)00153-0

✦ Synopsis

In this note, a su cient condition is given for the existence and uniqueness of a stable causal solution for bilinear time series with time-varying coe cients; also some conditions for invertibility and the optimal prediction procedure are given. The notions of controllability, observability and minimality are discussed.