Two level Differential Evolution algorithms for ARMA parameters estimatio
The problem of determining simultaneously the model order and coefficient of an Autoregressive Moving Average (ARMA) model is examined in this paper. An Evolutionary Algorithm (EA) comprising two-level Differential Evolution (DE) optimization scheme is proposed. The first level searches for the...
| Main Authors: | , , |
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| Format: | Conference or Workshop Item |
| Language: | English |
| Published: |
IEEE
2013
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| Subjects: | |
| Online Access: | http://irep.iium.edu.my/32185/ http://irep.iium.edu.my/32185/ http://irep.iium.edu.my/32185/ http://irep.iium.edu.my/32185/1/Two_Level_Differential_Evolution_Algorithms_for_ARMA_Parameters_Estimation.pdf |
| Summary: | The problem of determining simultaneously the
model order and coefficient of an Autoregressive Moving
Average (ARMA) model is examined in this paper. An
Evolutionary Algorithm (EA) comprising two-level
Differential Evolution (DE) optimization scheme is proposed.
The first level searches for the appropriate model order while
the second level computes the optimal/sub-optimal
corresponding parameters. The performance of the algorithm
is evaluated using both simulated ARMA models and practical
rotary motion system. The results of both examples show the
effectiveness of the proposed algorithm over a well known
conventional technique. |
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