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Two level Differential Evolution algorithms for ARMA parameters estimatio

Salami, Momoh Jimoh Emiyoka and Tijani, Ismaila and Aibinu, Abiodun Musa (2013) Two level Differential Evolution algorithms for ARMA parameters estimatio. In: 8th IEEE Conference on Industrial Electronics and Applications (ICIEA), 2013, 19-21 June 2013, Melbourne, Australia.

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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.

Item Type: Conference or Workshop Item (UNSPECIFIED)
Additional Information: 2470/32185 (ISBN: 978-1-4673-6320-4)
Uncontrolled Keywords: ARMA, Differential Evolution, Evolutionary optimization, system identification.
Subjects: T Technology > TA Engineering (General). Civil engineering (General) > TA168 Systems engineering
Kulliyyahs/Centres/Divisions/Institutes (Can select more than one option. Press CONTROL button): Kulliyyah of Engineering > Department of Mechatronics Engineering
Depositing User: Prof Momoh-Jimoh Salami
Date Deposited: 04 Oct 2013 10:03
Last Modified: 24 May 2018 14:59
URI: http://irep.iium.edu.my/id/eprint/32185

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