This paper studies the state analysis and parameter estimation of bilinear
systems via Haar wavelets. Some intrinsic properties of Haar wavelets are e
xploited and a Haar product matrix and a coefficient matrix are also derive
d. With the aids of the above tools, the state analysis and parameter estim
ation of bilinear systems can be solved easily. The local property of Haar
wavelets is fully applied to shorten the calculation process in the task.