Identification of frequency domain maximum likelihood system using genetic algorithm

被引:0
|
作者
Duan, Shi-Zhong [1 ]
Zhou, Yin-Qing [1 ]
机构
[1] Dept. of Electron. Eng., Beijing Univ. of Aero. and Astron., Beijing 100083, China
关键词
Computer simulation - Genetic algorithms - Linear systems - Mathematical models - Maximum likelihood estimation - Parameter estimation;
D O I
暂无
中图分类号
TP31 [计算机软件];
学科分类号
081202 ; 0835 ;
摘要
Float point genetic algorithms were used to solve the start value and convergence problems of frequency domain maximum likelihood system identification, based on errors-in-variables model. Simulations showed that it is difficult to get accurate result only using the genetic algorithm, while the traditional non-linear iterative optimization methods may lead to convergence to local minimum in some cases. By taking the advantages and overcoming the defects of the above two methods, an improved algorithm was proposed which can give the start value of delay directly and can find the global minimum precisely within a rather short time, even when cost function has a lot of local minima. In addition, the improved algorithm exhibited broader adaptability than the old ones.
引用
收藏
页码:532 / 535
相关论文
共 50 条
  • [1] Frequency domain maximum likelihood identification
    McKelvey, T
    Ljung, L
    (SYSID'97): SYSTEM IDENTIFICATION, VOLS 1-3, 1998, : 1637 - 1642
  • [2] Maximum likelihood parameter estimation of F-ARIMA processes using the genetic algorithm in the frequency domain
    Chen, BS
    Lee, BK
    Peng, SC
    IEEE TRANSACTIONS ON SIGNAL PROCESSING, 2002, 50 (09) : 2208 - 2220
  • [3] Errors-in-variables identification using maximum likelihood estimation in the frequency domain
    Soderstrom, Torsten
    Soverini, Umberto
    AUTOMATICA, 2017, 79 : 131 - 143
  • [4] A frequency domain algorithm for maximum likelihood estimation of Gaussian fields
    Butler, NA
    JOURNAL OF STATISTICAL COMPUTATION AND SIMULATION, 1999, 64 (02) : 151 - 165
  • [5] Frequency domain adaptive maximum likelihood delay estimation algorithm
    Chen, Hua-Wei
    Zhao, Jun-Wei
    Guo, Ye-Cai
    2003, Chinese Institute of Electronics (25):
  • [6] Frequency domain maximum likelihood identification of sinusoids applied to rotating machinery
    Guillaume, P
    Badredin, K
    Van Overmeire, M
    NOISE AND VIBRATION ENGINEERING, VOLS 1 - 3, PROCEEDINGS, 2001, : 937 - 944
  • [7] Frequency Domain Maximum Likelihood Identification With Gaussian Input-Output Uncertainty
    Verbeke, Dieter
    Khorasani, Masoud Moravej
    IEEE CONTROL SYSTEMS LETTERS, 2020, 4 (01): : 109 - 114
  • [8] Frequency Domain Identification of Multivariable Model for Aero-Engine using an Improved Maximum Likelihood Method
    Liu, Nan
    Huang, Jinquan
    Lu, Feng
    Pan, Muxuan
    INTERNATIONAL JOURNAL OF TURBO & JET-ENGINES, 2015, 32 (03) : 247 - 255
  • [9] Wiener system identification using the maximum likelihood method
    Wills A.
    Ljung L.
    Lecture Notes in Control and Information Sciences, 2010, 404 : 89 - 110
  • [10] Determination of point of maximum likelihood in failure domain using genetic algorithms
    Obadage, A. S.
    Harnpornchai, N.
    INTERNATIONAL JOURNAL OF PRESSURE VESSELS AND PIPING, 2006, 83 (04) : 276 - 282