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首页> 外文会议>7th Biennial Conference on Engineering Systems Design and Analysis 2004(ESDA 2004) vol.1: Advanced Energy Systems; Advanced Heat Transfer in Engineering Systems; ... >A NOVEL OPTIMIZATION ALGORITHM FOR THE ESTIMATION OF ARMAX MODELS
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A NOVEL OPTIMIZATION ALGORITHM FOR THE ESTIMATION OF ARMAX MODELS

机译：估计ARMAX模型的新型优化算法

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摘要

This paper introduces a hybrid optimization algorithm, followed by a corresponding estimation technique, for the estimation of ARMAX. models. The hybrid algorithm consists of a stochastic component and a deterministic counterpart and aims at combining high convergence rate together with reliability in the search for global optimum. The estimation procedure is slit in two phases, due to the mixed linear-nonlinear relationship between the residuals and the parameter vector, and results in stable and invertible models. The proposed methodology is implemented in the estimation of a half-car suspension model of a road vehicle, using noise-corrupted observations, and the results yield very stable performance of the hybrid algorithm, reduced computational cost, in comparison to conventional stochastic optimization algorithms, and ability to describe satisfactory system's dynamics.
机译：本文介绍了一种混合优化算法，以及相应的估计技术，用于ARMAX的估计。楷模。混合算法由随机部分和确定性部分组成，旨在将高收敛速度与可靠性相结合，以寻求全局最优。由于残差和参数向量之间存在线性-非线性关系，因此将估计过程分为两个阶段，从而建立了稳定且可逆的模型。与常规的随机优化算法相比，所提出的方法在估计道路车辆的半车悬架模型时使用了噪声被破坏的观测结果，结果使混合算法的性能非常稳定，降低了计算成本，以及描述令人满意的系统动力学的能力。

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