Nonlinearity tests for bilinear systems

DOI10.1016/0377-0427(92)90187-3MaRDI QIDQ1196872zbMATH OpenOpenAlexFDO

Authors M. M. Gabr

Publication date 16 January 1993

Published in Journal of Computational and Applied Mathematics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0377-0427(92)90187-3

zbMATH Keywords

Lagrange multiplier testsKeenan testopen-loop bilinear systems

Mathematics Subject Classification ID

Nonlinear systems in control theory (93C10)

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Cites work

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• A TEST FOR LINEARITY OF STATIONARY TIME SERIES
• A Tukey nonadditivity-type test for time series nonlinearity
• A recursive (on-line) identification of bilinear systems
• Asymptotic properties of time domain gaussian estimators
• DIAGNOSTIC CHECKING ARMA TIME SERIES MODELS USING SQUARED-RESIDUAL AUTOCORRELATIONS
• Least squares parameter estimation algorithms for non-linear systems
• Modeling by shortest data description
• Natural Bilinear Control Processes
• On Limit Theorems for Quadratic Functions of Discrete Time Series
• On a measure of lack of fit in time series models
• On the identification of bilinear systems from operating records†
• Recursive identification of bilinear systems
• TESTING FOR GAUSSIANITY AND LINEARITY OF A STATIONARY TIME SERIES
• Testing the adequacy of a time series model
• The Lagrangian Multiplier Test

Cited in

(4)

• scientific article; zbMATH DE number 4155769 (Why is no real title available?)
• Testing multiple equation systems for common nonlinear components
• Nonlinearity tests
• Control of the bilinear indicator cube testing property

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