Abstract
PurposeThe purpose of this paper is to study the parameter estimation problem of nonlinear multivariable output error moving average systems.Design/methodology/approachA partially coupled extended stochastic gradient algorithm is presented for nonlinear multivariable systems by using the decomposition technique.FindingsThe proposed algorithm can realize the coupled computation of the parameter estimates between subsystems.Originality/valueThis paper develops a coupled parameter estimation algorithm for nonlinear multivariable systems and directly estimates the system parameters without over-parameterization.
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