Fractional power NARX model identification using a harmony search algorithm

Author

Wei, Hua-Liang ; Zhao, Yifan ; Billings, Stephen A. ; Zhao, Jia

Author_Institution

Dept. of Autom. Control & Syst. Eng., Univ. of Sheffield, Sheffield, UK

fYear

2012

fDate

2-4 July 2012

Firstpage

102

Lastpage

107

Abstract

A novel type of discrete-time fractional-power nonlinear autoregressive with exogenous input (FPNARX) model is introduced for system identification, modeling and prediction. Parameter estimation of such a model is a nonlinear optimization problem. A harmony search algorithm is then applied to solve such fractional models. Examples of both simulated and real data are provided.

Keywords

autoregressive processes; discrete time systems; nonlinear programming; parameter estimation; search problems; FPNARX model; discrete-time fractional-power nonlinear autoregressive with exogenous input model; fractional power NARX model identification; harmony search algorithm; nonlinear optimization problem; parameter estimation; system identification; system modeling; system prediction; Autoregressive processes; Computational modeling; Data models; Load modeling; Polynomials; Predictive models; Parameter estimation; fractional-power AR/ARX/NARX; harmony search; optimization; system identifcation;

fLanguage

English

Publisher

ieee

Conference_Titel

Computational Intelligence for Measurement Systems and Applications (CIMSA), 2012 IEEE International Conference on

Conference_Location

Tianjin

ISSN

2159-1547

Print_ISBN

978-1-4577-1778-9

Type

conf

DOI

10.1109/CIMSA.2012.6269591

Filename

6269591