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To improve the roadway adaptability and control accuracy of anchoring equipment, a stepping anchoring device was designed. A permanent-magnet synchronous motor control and a harmonic suppression algorithm were integrated to optimize the dynamic control system of stepping-type anchoring equipment. The results of an experimental simulation and analysis showed that when the coefficient of coal rock hardness f = 5, 6, and 7, the pulsation coefficient of the hydraulic pump outlet pressure, hydraulic motor output speed, and pump-controlled hydraulic cylinder advance speed in the hydraulic circuit of a pump-controlled motor did not exceed 3% after the equipment based on sliding mode control (SMC) entered the steady state, while the maximum pulsation coefficient was only 32.5% of the PI control. Based on the SMC, the harmonic components of the permanent magnet synchronous motor in the power system were suppressed and compensated for. This enhanced the stiffness of the hydraulic system under motor drive. When the rock stiffness factor gradually changed from f = 5 to f = 8 and increased suddenly from f = 5 to f = 6, the pressure overshoot at the outlet of the hydraulic pump of the pump-controlled motor system was reduced from 11.19% to 7.97% and from 61.19% to 52.88%, respectively, compared with that before the optimization. It was thereby proven that SMC based on harmonic suppression can effectively reduce the system pulsation caused by the multi-factor coupling of anchoring equipment and provide technical support for the optimal control of the power system of stepping-type anchoring equipment.