Effect of Penalty Function Parameter in Objective Function of System Identification

Abd Samad, Md Fahmi and Hishamuddin, Jamaluddin and Robiah, Ahmad and Mohd Shafiek, Yaacob and Abul K. M., Azad (2013) Effect of Penalty Function Parameter in Objective Function of System Identification. International Journal of Automotive and Mechanical Engineering (IJAME), 7. pp. 940-954. ISSN 2180-1606

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The evaluation of an objective function for a particular model allows one to determine the optimality of a model structure with the aim of selecting an adequate model in system identification. Recently, an objective function was introduced that, besides evaluating predictive accuracy, includes a logarithmic penalty function to achieve a suitable balance between the former model’s characteristics and model parsimony. However, the parameter value in the penalty function was made arbitrarily. This paper presents a study on the effect of the penalty function parameter in model structure selection in system identification on a number of simulated models. The search was done using genetic algorithms. A representation of the sensitivity of the penalty function parameter value in model structure selection is given, along with a proposed mathematical function that defines it. A recommendation is made regarding how a suitable penalty function parameter value can be determined.

Item Type: Article
Subjects: T Technology > TA Engineering (General). Civil engineering (General)
Divisions: Faculty of Mechanical Engineering > Department of Structure and Materials
Date Deposited: 27 Sep 2013 03:43
Last Modified: 28 May 2015 04:07
URI: http://eprints.utem.edu.my/id/eprint/9921
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