Identification of ARMAX based on genetic algorithm
来源期刊：中国有色金属学报(英文版)2002年第2期
论文作者：贺尚红 李旭宇 钟掘
文章页码：349 - 355
Key words：system identification; genetic algorithm; ARMAX process; optimum
Abstract: On the basis of genetic algorithm, an intelligent search approach to determination of parameters of ARMAX(Autor Regressive Moving Average model with external in put) processes was proposed. By representing the system wit h pole and zero pairs and repairing illegal chromosomes, the search space is limited to stable schemes. In calculation of objective function the “shifted data window” was designed, so that every inputoutput pair is used to guide the evolution and the “Data Saturation” is avoided. To prevent premature convergence, the adaptive fitness function was introduced, the conventional crossover and mutation operator was modified and the “catastrophic mutation” which is based on Metropolis mechanism was adopted. So the performance of convergence to the global optimum is improved. The validity and efficiency of proposed algorithm were illustrated by simulated results.
