Identification of input-output bilinear systems using cumulants

@article{Tsoulkas2001IdentificationOI,
  title={Identification of input-output bilinear systems using cumulants},
  author={V. Tsoulkas and Panos Koukoulas and Nicholas Kalouptsidis},
  journal={IEEE Trans. Signal Processing},
  year={2001},
  volume={49},
  pages={2753-2761}
}
This paper is concerned with the identification of a discrete input-output bilinear system driven by an independent identically distributed (iid) stochastic input and corrupted by measurement noise. A novel algorithmic procedure for the direct computation of the unknown model parameters is developed based on crosscumulant information up to third order. Simulations and comparisons with a least squares type identification method are provided. 
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