Effect of Penalty Function Parameter in Objective Function of System Identification
The evaluation of an objective function for a particular model allows one to determine the optimality of a model structure with the aim of selecting an adequate model in system identification. Recently, an objective function was introduced that, besides evaluating predictive accuracy, includes a log...
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| Format: | Article |
| Language: | en |
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Universiti Malaysia Pahang
2013
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| Online Access: | http://eprints.utem.edu.my/id/eprint/9921/1/Paper_penalty_IJAME.pdf http://eprints.utem.edu.my/id/eprint/9921/ |
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| author | Abd Samad, Md Fahmi Hishamuddin, Jamaluddin Robiah, Ahmad Mohd Shafiek, Yaacob Abul K. M., Azad |
| author_facet | Abd Samad, Md Fahmi Hishamuddin, Jamaluddin Robiah, Ahmad Mohd Shafiek, Yaacob Abul K. M., Azad |
| author_sort | Abd Samad, Md Fahmi |
| building | UTEM Library |
| collection | Institutional Repository |
| content_provider | Universiti Teknikal Malaysia Melaka |
| content_source | UTEM Institutional Repository |
| continent | Asia |
| country | Malaysia |
| description | The evaluation of an objective function for a particular model allows one to determine the optimality of a model structure with the aim of selecting an adequate model in system identification. Recently, an objective function was introduced that, besides evaluating predictive accuracy, includes a logarithmic penalty function to achieve a suitable balance between the former model’s characteristics and model parsimony. However, the parameter value in the penalty function was made arbitrarily. This paper presents a study on the effect of the penalty function parameter in model structure selection in system identification on a number of simulated models. The search was done using genetic algorithms. A representation of the sensitivity of the penalty function parameter value in model structure selection is given, along with a proposed mathematical function that defines it. A recommendation is made regarding how a suitable penalty function parameter value can be determined. |
| format | Article |
| id | my.utem.eprints-9921 |
| institution | Universiti Teknikal Malaysia Melaka |
| language | en |
| publishDate | 2013 |
| publisher | Universiti Malaysia Pahang |
| record_format | eprints |
| spelling | my.utem.eprints-99212015-05-28T04:07:43Z http://eprints.utem.edu.my/id/eprint/9921/ Effect of Penalty Function Parameter in Objective Function of System Identification Abd Samad, Md Fahmi Hishamuddin, Jamaluddin Robiah, Ahmad Mohd Shafiek, Yaacob Abul K. M., Azad TA Engineering (General). Civil engineering (General) The evaluation of an objective function for a particular model allows one to determine the optimality of a model structure with the aim of selecting an adequate model in system identification. Recently, an objective function was introduced that, besides evaluating predictive accuracy, includes a logarithmic penalty function to achieve a suitable balance between the former model’s characteristics and model parsimony. However, the parameter value in the penalty function was made arbitrarily. This paper presents a study on the effect of the penalty function parameter in model structure selection in system identification on a number of simulated models. The search was done using genetic algorithms. A representation of the sensitivity of the penalty function parameter value in model structure selection is given, along with a proposed mathematical function that defines it. A recommendation is made regarding how a suitable penalty function parameter value can be determined. Universiti Malaysia Pahang 2013-01 Article PeerReviewed application/pdf en http://eprints.utem.edu.my/id/eprint/9921/1/Paper_penalty_IJAME.pdf Abd Samad, Md Fahmi and Hishamuddin, Jamaluddin and Robiah, Ahmad and Mohd Shafiek, Yaacob and Abul K. M., Azad (2013) Effect of Penalty Function Parameter in Objective Function of System Identification. International Journal of Automotive and Mechanical Engineering (IJAME), 7. pp. 940-954. ISSN 2180-1606 |
| spellingShingle | TA Engineering (General). Civil engineering (General) Abd Samad, Md Fahmi Hishamuddin, Jamaluddin Robiah, Ahmad Mohd Shafiek, Yaacob Abul K. M., Azad Effect of Penalty Function Parameter in Objective Function of System Identification |
| title | Effect of Penalty Function Parameter in Objective Function of System Identification |
| title_full | Effect of Penalty Function Parameter in Objective Function of System Identification |
| title_fullStr | Effect of Penalty Function Parameter in Objective Function of System Identification |
| title_full_unstemmed | Effect of Penalty Function Parameter in Objective Function of System Identification |
| title_short | Effect of Penalty Function Parameter in Objective Function of System Identification |
| title_sort | effect of penalty function parameter in objective function of system identification |
| topic | TA Engineering (General). Civil engineering (General) |
| url | http://eprints.utem.edu.my/id/eprint/9921/1/Paper_penalty_IJAME.pdf http://eprints.utem.edu.my/id/eprint/9921/ |
| url_provider | http://eprints.utem.edu.my/ |