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A new iterative learning control (ILC) method with initial rectifying action for nonlinear continuous multivariable systems is presented. Unlike general ILC techniques, the proposed ILC approach allows initial outputs of an ILC system at different iterations to fluctuate randomly around the initial value of the desired output. The proposed strategy includes an initial rectifying action of ILC on a very small initial time interval, and pursues the reference trajectory tracking beyond the initial time interval. The output tracking error beyond the initial time interval can be driven to a residual set whose size depends on the estimation error of input matrix. A numerical example is used to illustrate the effectiveness of the proposed ILC approach.