Evolutionary transfer functions of bilinear processes with time-varying coefficients
โ Scribed by A. Bibi
- Book ID
- 104007875
- Publisher
- Elsevier Science
- Year
- 2006
- Tongue
- English
- Weight
- 449 KB
- Volume
- 52
- Category
- Article
- ISSN
- 0898-1221
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โฆ Synopsis
The aim of this paper is to construct the time-varying transfer function systems for bilinear time series models with time-varying coefficient. Recursive formulae are given for timevarying symmetrized transfer functions. (~) 2006 Elsevier Ltd. All rights reserved. Keywords--Multiple Wiener-It6 integral, Wiener models, Nonlinear models, Bilineav models, Time-varying bilinear processes.
Correspondence should be sent to Abdelouahab Bibi, cit6 de Boussouf, BP No. 6 Constantine 25027 Algeria. The author expresses his most sincere thanks and grateful acknowledgements to the referees for the very meticulous reading and for pointing out several errors in this paper which considerably improved the present.
๐ SIMILAR VOLUMES
In this paper methods of solving linear systems with time dependent parameters by using straight line approximations (Bessel function approach) and by using parabolic cylinder functions (Weber function approach) are proposed. The results obtained by these two approximations are compared with those o