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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...

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Main Authors: Salami, Momoh Jimoh Emiyoka, Tijani, Ismaila, Aibinu, Abiodun Musa
Format: Conference or Workshop Item
Language:English
Published: IEEE 2013
Subjects:
TA168 Systems engineering
Online Access:http://irep.iium.edu.my/32185/1/Two_Level_Differential_Evolution_Algorithms_for_ARMA_Parameters_Estimation.pdf
http://irep.iium.edu.my/32185/
http://ieeexplore.ieee.org/xpl/articleDetails.jsp?tp=&arnumber=6566574&queryText%3DTwo+Level+Differential+Evolution+Algorithms+for+ARMA+Parameters+Estimation
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spelling my.iium.irep.321852018-05-24T06:59:04Z http://irep.iium.edu.my/32185/ Two level Differential Evolution algorithms for ARMA parameters estimatio Salami, Momoh Jimoh Emiyoka Tijani, Ismaila Aibinu, Abiodun Musa TA168 Systems engineering 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. IEEE 2013 Conference or Workshop Item REM application/pdf en http://irep.iium.edu.my/32185/1/Two_Level_Differential_Evolution_Algorithms_for_ARMA_Parameters_Estimation.pdf 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. http://ieeexplore.ieee.org/xpl/articleDetails.jsp?tp=&arnumber=6566574&queryText%3DTwo+Level+Differential+Evolution+Algorithms+for+ARMA+Parameters+Estimation 10.1109/ICIEA.2013.6566574
institution Universiti Islam Antarabangsa Malaysia
building IIUM Library
collection Institutional Repository
continent Asia
country Malaysia
content_provider International Islamic University Malaysia
content_source IIUM Repository (IREP)
url_provider http://irep.iium.edu.my/
language English
topic TA168 Systems engineering
spellingShingle TA168 Systems engineering
Salami, Momoh Jimoh Emiyoka
Tijani, Ismaila
Aibinu, Abiodun Musa
Two level Differential Evolution algorithms for ARMA parameters estimatio
description 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.
format Conference or Workshop Item
author Salami, Momoh Jimoh Emiyoka
Tijani, Ismaila
Aibinu, Abiodun Musa
author_facet Salami, Momoh Jimoh Emiyoka
Tijani, Ismaila
Aibinu, Abiodun Musa
author_sort Salami, Momoh Jimoh Emiyoka
title Two level Differential Evolution algorithms for ARMA parameters estimatio
title_short Two level Differential Evolution algorithms for ARMA parameters estimatio
title_full Two level Differential Evolution algorithms for ARMA parameters estimatio
title_fullStr Two level Differential Evolution algorithms for ARMA parameters estimatio
title_full_unstemmed Two level Differential Evolution algorithms for ARMA parameters estimatio
title_sort two level differential evolution algorithms for arma parameters estimatio
publisher IEEE
publishDate 2013
url http://irep.iium.edu.my/32185/1/Two_Level_Differential_Evolution_Algorithms_for_ARMA_Parameters_Estimation.pdf
http://irep.iium.edu.my/32185/
http://ieeexplore.ieee.org/xpl/articleDetails.jsp?tp=&arnumber=6566574&queryText%3DTwo+Level+Differential+Evolution+Algorithms+for+ARMA+Parameters+Estimation
_version_ 1643610170713964544
score 13.211869

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