Open Science Research Excellence
%0 Journal Article
%A Ginalber L. O. Serra
%D 2008 
%J  International Journal of Computer, Electrical, Automation, Control and Information Engineering
%B World Academy of Science, Engineering and Technology
%I International Science Index 21, 2008
%T Robust Adaptive ELS-QR Algorithm for Linear Discrete Time Stochastic Systems Identification
%U http://waset.org/publications/7918
%V 21
%X This work proposes a recursive weighted ELS
algorithm for system identification by applying numerically robust
orthogonal Householder transformations. The properties of the
proposed algorithm show it obtains acceptable results in a noisy
environment: fast convergence and asymptotically unbiased
estimates. Comparative analysis with others robust methods well
known from literature are also presented.
%P 3050 - 3055