Multi-objective optimization of NARX model for system identification using genetic algorithm

The problem of constructing an adequate and parsimonious Nonlinear Autoregressive model process with eXogenous input (NARX) structure for modeling nonlinear dynamic system is studied. NARX has been shown to perform function approximation and represent dynamic systems. The structures are usually gues...

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Main Authors: Loghmanian, S. Mohammad Reza, Ahmad, Robiah, Jamaluddin , Hishamuddin
Format: Book Section
Published: Institute of Electrical and Electronics Engineers 2009
Subjects:
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author Loghmanian, S. Mohammad Reza
Ahmad, Robiah
Jamaluddin , Hishamuddin
author_facet Loghmanian, S. Mohammad Reza
Ahmad, Robiah
Jamaluddin , Hishamuddin
author_sort Loghmanian, S. Mohammad Reza
collection ePrints
description The problem of constructing an adequate and parsimonious Nonlinear Autoregressive model process with eXogenous input (NARX) structure for modeling nonlinear dynamic system is studied. NARX has been shown to perform function approximation and represent dynamic systems. The structures are usually guessed or selected in accordance with the designer prior knowledge, however the multiplicity of the model parameters make it troublesome to get an optimum structure. The trial and error approach is not efficient and may not arrive to an optimum structure. An alternative algorithm based on multi-objective optimization algorithm is proposed. The developed model should fulfill two criteria or objectives namely good predictive accuracy and optimum model structure. The result shows that the proposed algorithm is able to correctly identify the simulated examples and adequately model real data structure and based on a set of solutions called the Pareto optimal set, from which the best network is selected.
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institution Universiti Teknologi Malaysia - ePrints
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spelling utm.eprints-130012011-07-12T01:11:06Z http://eprints.utm.my/13001/ Multi-objective optimization of NARX model for system identification using genetic algorithm Loghmanian, S. Mohammad Reza Ahmad, Robiah Jamaluddin , Hishamuddin TJ Mechanical engineering and machinery The problem of constructing an adequate and parsimonious Nonlinear Autoregressive model process with eXogenous input (NARX) structure for modeling nonlinear dynamic system is studied. NARX has been shown to perform function approximation and represent dynamic systems. The structures are usually guessed or selected in accordance with the designer prior knowledge, however the multiplicity of the model parameters make it troublesome to get an optimum structure. The trial and error approach is not efficient and may not arrive to an optimum structure. An alternative algorithm based on multi-objective optimization algorithm is proposed. The developed model should fulfill two criteria or objectives namely good predictive accuracy and optimum model structure. The result shows that the proposed algorithm is able to correctly identify the simulated examples and adequately model real data structure and based on a set of solutions called the Pareto optimal set, from which the best network is selected. Institute of Electrical and Electronics Engineers 2009 Book Section PeerReviewed Loghmanian, S. Mohammad Reza and Ahmad, Robiah and Jamaluddin , Hishamuddin (2009) Multi-objective optimization of NARX model for system identification using genetic algorithm. In: 2009 1st International Conference on Computational Intelligence, Communication Systems and Networks, CICSYN 2009. Institute of Electrical and Electronics Engineers, New York, 196 -201. ISBN 978-076953743-6 http://dx.doi.org/10.1109/CICSYN.2009.62 doi:10.1109/CICSYN.2009.62
spellingShingle TJ Mechanical engineering and machinery
Loghmanian, S. Mohammad Reza
Ahmad, Robiah
Jamaluddin , Hishamuddin
Multi-objective optimization of NARX model for system identification using genetic algorithm
title Multi-objective optimization of NARX model for system identification using genetic algorithm
title_full Multi-objective optimization of NARX model for system identification using genetic algorithm
title_fullStr Multi-objective optimization of NARX model for system identification using genetic algorithm
title_full_unstemmed Multi-objective optimization of NARX model for system identification using genetic algorithm
title_short Multi-objective optimization of NARX model for system identification using genetic algorithm
title_sort multi objective optimization of narx model for system identification using genetic algorithm
topic TJ Mechanical engineering and machinery
work_keys_str_mv AT loghmaniansmohammadreza multiobjectiveoptimizationofnarxmodelforsystemidentificationusinggeneticalgorithm
AT ahmadrobiah multiobjectiveoptimizationofnarxmodelforsystemidentificationusinggeneticalgorithm
AT jamaluddinhishamuddin multiobjectiveoptimizationofnarxmodelforsystemidentificationusinggeneticalgorithm