| Article ID: | iaor20113292 |
| Volume: | 217 |
| Issue: | 12 |
| Start Page Number: | 5566 |
| End Page Number: | 5572 |
| Publication Date: | Feb 2011 |
| Journal: | Applied Mathematics and Computation |
| Authors: | Han Heqiang, Song Guanglei, Xiao Yongsong, Liao Yuwu, Ding Ruifeng |
| Keywords: | estimation, identification, system dynamics |
The auxiliary model based stochastic gradient (AM‐SG) parameter estimation method is an important identification one. This paper analyzes the performances of the AM‐SG estimation algorithm for multiple‐input single‐output systems (i.e., multivariable systems) under the strong persistent excitation condition. The analysis and simulation results indicate that the parameter estimation errors converge to zero.