%0 Journal Article %A Ginalber L. O. Serra %D 2008 %J International Journal of Computer and Information Engineering %B World Academy of Science, Engineering and Technology %I Open Science Index 21, 2008 %T Robust Adaptive ELS-QR Algorithm for Linear Discrete Time Stochastic Systems Identification %U https://publications.waset.org/pdf/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