Single-Solution Simulated Kalman Filter Algorithm for Global Optimisation Problems

• Main Authors: Nor Hidayati, Abdul Aziz, Zuwairie, Ibrahim, Nor Azlina, Ab. Aziz, Mohd Saberi, Mohamad, Watada, Junzo
• Format: Article
• Language: English
• Published: Indian Academy of Sciences 2016
• Subjects: QA75 Electronic computers. Computer science
• Online Access: http://umpir.ump.edu.my/id/eprint/19727/1/Hidayati%20et%20al.%20-%20Single-solution%20simulated%20Kalman%20filter%20algorithm%20for%20global%20optimisation%20problems%20-%20Unknown%20-%20Unknown.pdf; http://umpir.ump.edu.my/id/eprint/19727/

This paper introduces single-solution Simulated Kalman Filter (ssSKF), a new single-agent optimisa- tion algorithm inspired by Kalman Filter, for solving real-valued numerical optimisation problems. In comparison, the proposed ssSKF algorithm supersedes the original population-based Simulated Kalman...