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.
Subjects:
Online Access:Get fulltext
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042 |a dc 
100 1 0 |a Md. Fahmi, Abd. Samad  |e author 
700 1 0 |a Jamaluddin, Hishamuddin  |e author 
700 1 0 |a Ahmad, Robiah  |e author 
700 1 0 |a Yaacob, Mohd. Shafik  |e author 
700 1 0 |a Azad, Abul K. M.  |e author 
245 0 0 |a Effect of penalty function parameter in objective function of system identification 
260 |b Universiti Malaysia Pahang,   |c 2013. 
856 |z Get fulltext  |u http://eprints.utm.my/id/eprint/49953/1/HishamuddinJamaluddin2013_Effectofpenaltyfunctionparameter.pdf 
520 |a 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 
546 |a en 
650 0 4 |a TJ Mechanical engineering and machinery