A study of second- and third-order spectral procedures and maximum likelihood in the identification of a bilinear system

摘要

An investigation is presented of two spectral moment-based identification procedures which are compared to each other and to the method of maximum likelihood, for the case of a bilinear system having observed input and corresponding output. Inputs to the system that are considered are pulse, pulse pair, and stochastic. A principle concern of the analysis is the examination of coupled frequencies. Relative advantages and disadvantages of the three identification procedures are mentioned. Advantages of the maximum-likelihood approach include the availability of expressions for standard errors and efficiency in an asymptotic sense.