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Utility Tests Of The New Reversibility Criterion For Elementary Bilinear Time-Series Model

The problem of the reversibility of the elementary bilinear time-series model is a major issue of its parametric identification due to ambiguity of the parameters estimates. The well known reversibility condition requires knowledge of model parameter which cannot be known before identification procedure so it cannot be relied upon that model has been identified properly. The purpose of this paper is to perform utility tests of the reversibility criterion proposed in [1]which is based on a model output sequence alone. The a’priori knowledge of the potential irreversibility of the elementary bilinear time-series model can be very useful in selection of the approach to a parametric identification.