%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