Robust Adaptive ELS-QR Algorithm for Linear Discrete Time Stochastic Systems Identification
| Autor: | Ginalber L. O. Serra |
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| Jazyk: | angličtina |
| Rok vydání: | 2008 |
| DOI: | 10.5281/zenodo.1334664 |
| Popis: | 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. |
| Databáze: | OpenAIRE |
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