Simultaneous computation of model order and parameter estimation for ARX model based on single swarm and multi swarm simulated Kalman filter

• Main Authors: Azmi, K. Z. M., Ibrahim, Z., Pebrianti, D., Mohamad, M. S.
• Format: Article
• Published: Universiti Teknikal Malaysia Melaka 2017
• Subjects: QA75 Electronic computers. Computer science
• Online Access: http://eprints.utm.my/id/eprint/76566/; https://www.scopus.com/inward/record.uri?eid=2-s2.0-85020779718&partnerID=40&md5=e9bb79be0f8c3f4e9f623eb56525566b
• Institution: Universiti Teknologi Malaysia

Motivated by the estimation capability of Kalman filter, a new meta-heuristic optimization algorithm known as Simulated Kalman Filter (SKF) has been introduced recently. According to the components of Kalman filtering, which includes prediction, measurement, and estimation, the global minimum/maximu...