Abstract
This paper considers a class of non-stationary autoregressive systems in which non-stationarity is caused by time varying parameters of the system. Distinction between two or more non-stationary systems based on observation of the output signal only, is difficult and sometimes may be impossible. In this paper a bilinear approximation of non-stationary autoregressive model is proposed. This way, a model with time varying parameters is approximated by a constant parameters model, what can facilitate the distinction between systems.
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Bielinska, E. (2014). Bilinear Representation of Non-stationary Autoregressive Time Series. In: Swiątek, J., Grzech, A., Swiątek, P., Tomczak, J. (eds) Advances in Systems Science. Advances in Intelligent Systems and Computing, vol 240. Springer, Cham. https://doi.org/10.1007/978-3-319-01857-7_70
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DOI: https://doi.org/10.1007/978-3-319-01857-7_70
Publisher Name: Springer, Cham
Print ISBN: 978-3-319-01856-0
Online ISBN: 978-3-319-01857-7
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