Effect of penalty function parameter in objective function of system identification

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 log...

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Bibliographic Details
Main Authors: Md. Fahmi, Abd. Samad (Author), Jamaluddin, Hishamuddin (Author), Ahmad, Robiah (Author), Yaacob, Mohd. Shafik (Author), Azad, Abul K. M. (Author)
Format: Article
Language:English
Published: Universiti Malaysia Pahang, 2013.
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Summary: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