This article researches the filtering-based parameter estimation issues for a class of multivariate control systems with colored noise. A filtering-based recursive generalized extended least squares algorithm is derived, in which the data filtering technique is used for transforming the original system into two subidentification systems and the least squares principle is used for estimating parameters of these two subsystems. Furthermore, in order to improve the parameter estimation accuracy, the multiinnovation theory is added for deducing a filtering-based multiinnovation recursive generalized extended least squares algorithm. The numerical example confirms that these two proposed algorithms are effective.

中文翻译：

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基于过滤的递归最小二乘估计方法用于多元方程误差系统的多元创新理论

本文研究了一类带有有色噪声的多元控制系统的基于滤波的参数估计问题。推导了一种基于滤波的递归广义扩展最小二乘算法，该算法利用数据滤波技术将原系统转化为两个子识别系统，并利用最小二乘原理估计这两个子系统的参数。此外，为了提高参数估计精度，加入了多创新理论推导出了一种基于过滤的多创新递归广义扩展最小二乘算法。数值例子证实了这两种提出的算法是有效的。