Universiti Teknologi Malaysia Institutional Repository

Effect of penalty function parameter in objective function of system identification

Md. Fahmi, Abd. Samad and Jamaluddin, Hishamuddin and Ahmad, Robiah and Yaacob, Mohd. Shafik and Azad, Abul K. M. (2013) Effect of penalty function parameter in objective function of system identification. International Journal of Automotive and Mechanical Engineering, 7 (1). pp. 940-954. ISSN 2229-8649

[img]
Preview
PDF
424kB

Official URL: http://dx.doi.org/10.15282/ijame.7.2012.0076

Abstract

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

Item Type:Article
Uncontrolled Keywords:genetic algorithm, model structure selection, objective function, penalty function, system identification
Subjects:T Technology > TJ Mechanical engineering and machinery
Divisions:Mechanical Engineering
ID Code:49953
Deposited By: Siti Nor Hashidah Zakaria
Deposited On:02 Dec 2015 02:08
Last Modified:30 Sep 2018 08:17

Repository Staff Only: item control page