A New Hybrid Simulated Kalman Filter and Particle Swarm Optimization for Continuous Numerical Optimization Problems
Inspired by the estimation capability of Kalman filter, we have recently introduced a novel population-based optimization algorithm called simulated Kalman filter (SKF). Every agent in SKF is regarded as a Kalman filter. Based on the mechanism of Kalman filtering, which includes prediction, measure...
| Main Authors: | , , , , , , |
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| Format: | Conference or Workshop Item |
| Language: | English English |
| Published: |
2015
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| Subjects: | |
| Online Access: | http://umpir.ump.edu.my/id/eprint/11528/1/A%20New%20Hybrid%20Simulated%20Kalman%20Filter%20and%20Particle%20Swarm%20Optimization%20for%20Continuous%20Numerical%20Optimization%20Problems.pdf http://umpir.ump.edu.my/id/eprint/11528/7/A%20New%20Hybrid%20Simulated%20Kalman%20Filter%20and%20Particle%20Swarm%20Optimization%20for%20Continuous%20Numerical%20Optimization%20Problems-abstract.pdf |
| Summary: | Inspired by the estimation capability of Kalman filter, we have recently introduced a novel population-based
optimization algorithm called simulated Kalman filter (SKF). Every agent in SKF is regarded as a Kalman filter. Based on the mechanism of Kalman filtering, which includes prediction, measurement, and estimation, the global minimum/maximum can be estimated. Measurement process, which is required in Kalman filtering, is mathematically modelled and simulated. Agents communicate among them to update and improve the solution during the search process.Inspired by the bird flocking, particle swarm optimization (PSO) has been introduced in 1994. In PSO, a swarm of agent search the global minimum/maximum by velocity and position updates, which are influenced by current position of agent,current position of agent, personal best, and global best of the swarm. In this research, SKF and PSO are hybridized in such
a way that PSO is employed as prediction operator in SKF. The performance of the proposed hybrid SKF-PSO algorithm
(SKF-PSO) is compared against SKF and PSO using CEC2014 benchmark dataset for continuous numerical optimization
problems. Based on the analysis of experimental results, we found that the proposed hybrid SKF-PSO is superior than both SKF and PSO algorithm |
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