Abstract
This paper proposes parameter identification methods for multivariate pseudo-linear autoregressive systems. First, a multivariate generalized stochastic gradient (M-GSG) algorithm is presented as a comparison basis. In order to improve the parameter estimation accuracy, a multivariate multi-innovation generalized stochastic gradient (M-MI-GSG) algorithm and a filtering based multivariate generalized stochastic gradient (F-M-GSG) algorithm are presented by means of the multi-innovation identification theory and the data filtering technique. The simulation results confirm that the proposed algorithms are more effective than the M-GSG algorithm.
Sign-in/Register to access full text options 
Talk to us
Join us for a 30 min session where you can share your feedback and ask us any queries you have
Schedule a callDisclaimer: All third-party content on this website/platform is and will remain the property of their respective owners and is provided on "as is" basis without any warranties, express or implied. Use of third-party content does not indicate any affiliation, sponsorship with or endorsement by them. Any references to third-party content is to identify the corresponding services and shall be considered fair use under The CopyrightLaw.
