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The filtering based multi-innovation stochastic gradient algorithm for multi-input output-error systems

Jiling Ding

  In this paper, we discuss the identification problem of multi-input output-error moving average systems. A filtering based multi-innovation stochastic gradient algorithm with forgetting factors is derived by using the filtering technique with the multi-innovation identification theory, and a multi-innovation extended stochastic gradient algorithm is given for comparison.The simulation results confirm that the proposed algorithms can generate highly accurate parameter estimates compared with the multi-innovation stochastic gradient algorithm.……