通过扩展标量新息为向量新息(即多新息),推导出自回归模型的多新息投影辨识算法。仿真结果说明提出的多新息投影算法优于投影算法。
A multi-innovation projection identification algorithm is presented for autoregressive models by expanding the scalr innovation to the vector innovation (i. e. , multi-innovation). The simulation results indicate that the proposed multi-innovation projection a algorithm has advantages over the projection algorithm.