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Robust Adaptive ELS-QR Algorithm for Linear Discrete Time Stochastic Systems Identification
Authors: Ginalber L. O. Serra
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.
Digital Object Identifier (DOI): doi.org/10.5281/zenodo.1334664Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1163
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