부산대학교 도서관

For a multivariable system with moving average noise (i.e., a multivariable controlled autoregressivemoving average system), this paper proposes a filtering based extended stochastic gradient (ESG) algorithm anda filtering based multi-innovation ESG algorithm for improving the parameter estimation accuracy. The key isusing the filtering technique and the multi-innovation identification theory. The proposed algorithms can identifythe parameters of the system model and the noise model. The filtering based multi-innovation ESG algorithm cangive more accurate parameter estimates. The numerical simulation results demonstrate that the proposed algorithmswork well.