Title :
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
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;
Conference_Titel :
Computational Intelligence for Measurement Systems and Applications (CIMSA), 2012 IEEE International Conference on
Conference_Location :
Tianjin
Print_ISBN :
978-1-4577-1778-9
DOI :
10.1109/CIMSA.2012.6269591
