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/ 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

id	iium-32185
recordtype	eprints
spelling	iium-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 PeerReviewed 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
repository_type	Digital Repository
institution_category	Local University
institution	International Islamic University Malaysia
building	IIUM Repository
collection	Online Access
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/ 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
first_indexed	2023-09-18T20:46:27Z
last_indexed	2023-09-18T20:46:27Z
_version_	1777409707126816768

Two level Differential Evolution algorithms for ARMA parameters estimatio

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