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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my.utm.499532018-09-30T08:17:04Z http://eprints.utm.my/id/eprint/49953/ Effect of penalty function parameter in objective function of system identification Md. Fahmi, Abd. Samad Jamaluddin, Hishamuddin Ahmad, Robiah Yaacob, Mohd. Shafik Azad, Abul K. M. TJ Mechanical engineering and machinery 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 Article PeerReviewed application/pdf en http://eprints.utm.my/id/eprint/49953/1/HishamuddinJamaluddin2013_Effectofpenaltyfunctionparameter.pdf 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 http://dx.doi.org/10.15282/ijame.7.2012.0076 DOI: 10.15282/ijame.7.2012.0076 |
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TJ Mechanical engineering and machinery Md. Fahmi, Abd. Samad Jamaluddin, Hishamuddin Ahmad, Robiah Yaacob, Mohd. Shafik Azad, Abul K. M. Effect of penalty function parameter in objective function of system identification |
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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 |
author |
Md. Fahmi, Abd. Samad Jamaluddin, Hishamuddin Ahmad, Robiah Yaacob, Mohd. Shafik Azad, Abul K. M. |
author_facet |
Md. Fahmi, Abd. Samad Jamaluddin, Hishamuddin Ahmad, Robiah Yaacob, Mohd. Shafik Azad, Abul K. M. |
author_sort |
Md. Fahmi, Abd. Samad |
title |
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_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_sort |
effect of penalty function parameter in objective function of system identification |
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Universiti Malaysia Pahang |
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2013 |
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http://eprints.utm.my/id/eprint/49953/1/HishamuddinJamaluddin2013_Effectofpenaltyfunctionparameter.pdf http://eprints.utm.my/id/eprint/49953/ http://dx.doi.org/10.15282/ijame.7.2012.0076 |
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