@article{(Open Science Index):https://publications.waset.org/pdf/7918, title = {Robust Adaptive ELS-QR Algorithm for Linear Discrete Time Stochastic Systems Identification}, author = {Ginalber L. O. Serra}, country = {}, institution = {}, abstract = {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.}, journal = {International Journal of Computer and Information Engineering}, volume = {2}, number = {9}, year = {2008}, pages = {3050 - 3055}, ee = {https://publications.waset.org/pdf/7918}, url = {https://publications.waset.org/vol/21}, bibsource = {https://publications.waset.org/}, issn = {eISSN: 1307-6892}, publisher = {World Academy of Science, Engineering and Technology}, index = {Open Science Index 21, 2008}, }