Simultaneous computation of model order and parameter estimation for ARX model based on single swarm and multi swarm simulated Kalman filter

Motivated by the estimation capability of Kalman filter, a new meta-heuristic optimization algorithm known as Simulated Kalman Filter (SKF) has been introduced recently. According to the components of Kalman filtering, which includes prediction, measurement, and estimation, the global minimum/maximu...

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Main Authors:	Kamil Zakwan, Mohd Azmi, Zuwairie, Ibrahim, Pebrianti, Dwi, Mohd Saberi, Mohamad
Format:	Article
Language:	English
Published:	UTeM 2017
Subjects:	TK Electrical engineering. Electronics Nuclear engineering
Online Access:	http://umpir.ump.edu.my/id/eprint/21537/ http://umpir.ump.edu.my/id/eprint/21537/ http://umpir.ump.edu.my/id/eprint/21537/1/Simultaneous%20computation%20of%20model%20order%20and%20parameter%20estimation%20for%20ARX%20model.pdf

id	ump-21537
recordtype	eprints
spelling	ump-215372018-07-09T05:48:58Z http://umpir.ump.edu.my/id/eprint/21537/ Simultaneous computation of model order and parameter estimation for ARX model based on single swarm and multi swarm simulated Kalman filter Kamil Zakwan, Mohd Azmi Zuwairie, Ibrahim Pebrianti, Dwi Mohd Saberi, Mohamad TK Electrical engineering. Electronics Nuclear engineering Motivated by the estimation capability of Kalman filter, a new meta-heuristic optimization algorithm known as Simulated Kalman Filter (SKF) has been introduced recently. According to the components of Kalman filtering, which includes prediction, measurement, and estimation, the global minimum/maximum can be estimated. Measurement process, which is needed in Kalman filtering, is mathematically modeled and simulated. Agents interact among them to modify and enhance the solution throughout the search process. Simultaneous Model Order and Parameter Estimation (SMOPE) and Simultaneous Model Order and Parameter Estimation based on Multi Swarm (SMOPE-MS) are two techniques of implementing meta-heuristic algorithm to iteratively establish an optimal model order and parameters simultaneously for an unknown system. The performance of SMOPE and SMOPE-MS has been examined through the utilization of Particle Swarm Optimization (PSO) and Gravitational Search Algorithm (GSA). The objective of this paper is to test the effectiveness of SKF in solving system identification problem throughout SMOPE and SMOPE-MS. Experiments are conducted on six system identification problems. The obtained outcomes showed that the performance of SMOPE-MS(SKF) is better than SMOPE (SKF). UTeM 2017 Article PeerReviewed pdf en http://umpir.ump.edu.my/id/eprint/21537/1/Simultaneous%20computation%20of%20model%20order%20and%20parameter%20estimation%20for%20ARX%20model.pdf Kamil Zakwan, Mohd Azmi and Zuwairie, Ibrahim and Pebrianti, Dwi and Mohd Saberi, Mohamad (2017) Simultaneous computation of model order and parameter estimation for ARX model based on single swarm and multi swarm simulated Kalman filter. Journal of Telecommunication, Electronic and Computer Engineering, 9 (1-3). pp. 151-155. ISSN 2289-8131 http://journal.utem.edu.my/index.php/jtec/article/view/1761
repository_type	Digital Repository
institution_category	Local University
institution	Universiti Malaysia Pahang
building	UMP Institutional Repository
collection	Online Access
language	English
topic	TK Electrical engineering. Electronics Nuclear engineering
spellingShingle	TK Electrical engineering. Electronics Nuclear engineering Kamil Zakwan, Mohd Azmi Zuwairie, Ibrahim Pebrianti, Dwi Mohd Saberi, Mohamad Simultaneous computation of model order and parameter estimation for ARX model based on single swarm and multi swarm simulated Kalman filter
description	Motivated by the estimation capability of Kalman filter, a new meta-heuristic optimization algorithm known as Simulated Kalman Filter (SKF) has been introduced recently. According to the components of Kalman filtering, which includes prediction, measurement, and estimation, the global minimum/maximum can be estimated. Measurement process, which is needed in Kalman filtering, is mathematically modeled and simulated. Agents interact among them to modify and enhance the solution throughout the search process. Simultaneous Model Order and Parameter Estimation (SMOPE) and Simultaneous Model Order and Parameter Estimation based on Multi Swarm (SMOPE-MS) are two techniques of implementing meta-heuristic algorithm to iteratively establish an optimal model order and parameters simultaneously for an unknown system. The performance of SMOPE and SMOPE-MS has been examined through the utilization of Particle Swarm Optimization (PSO) and Gravitational Search Algorithm (GSA). The objective of this paper is to test the effectiveness of SKF in solving system identification problem throughout SMOPE and SMOPE-MS. Experiments are conducted on six system identification problems. The obtained outcomes showed that the performance of SMOPE-MS(SKF) is better than SMOPE (SKF).
format	Article
author	Kamil Zakwan, Mohd Azmi Zuwairie, Ibrahim Pebrianti, Dwi Mohd Saberi, Mohamad
author_facet	Kamil Zakwan, Mohd Azmi Zuwairie, Ibrahim Pebrianti, Dwi Mohd Saberi, Mohamad
author_sort	Kamil Zakwan, Mohd Azmi
title	Simultaneous computation of model order and parameter estimation for ARX model based on single swarm and multi swarm simulated Kalman filter
title_short	Simultaneous computation of model order and parameter estimation for ARX model based on single swarm and multi swarm simulated Kalman filter
title_full	Simultaneous computation of model order and parameter estimation for ARX model based on single swarm and multi swarm simulated Kalman filter
title_fullStr	Simultaneous computation of model order and parameter estimation for ARX model based on single swarm and multi swarm simulated Kalman filter
title_full_unstemmed	Simultaneous computation of model order and parameter estimation for ARX model based on single swarm and multi swarm simulated Kalman filter
title_sort	simultaneous computation of model order and parameter estimation for arx model based on single swarm and multi swarm simulated kalman filter
publisher	UTeM
publishDate	2017
url	http://umpir.ump.edu.my/id/eprint/21537/ http://umpir.ump.edu.my/id/eprint/21537/ http://umpir.ump.edu.my/id/eprint/21537/1/Simultaneous%20computation%20of%20model%20order%20and%20parameter%20estimation%20for%20ARX%20model.pdf
first_indexed	2023-09-18T22:31:38Z
last_indexed	2023-09-18T22:31:38Z
_version_	1777416325025497088

Simultaneous computation of model order and parameter estimation for ARX model based on single swarm and multi swarm simulated Kalman filter

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