Partially coupled extended stochastic gradient algorithm for nonlinear multivariable output error moving average systems

Abstract

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