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.
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ASME 7th Biennial Conference on Engineering Systems Design and Analysis
July 19–22, 2004
Manchester, England
ISBN:
0-7918-4173-1
PROCEEDINGS PAPER
A Novel Optimization Algorithm for the Estimation of ARMAX Models Available to Purchase
Dimitris Koulocheris,
Dimitris Koulocheris
National Technical University of Athens, Athens, Greece
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Vasilis Dertimanis,
Vasilis Dertimanis
National Technical University of Athens, Athens, Greece
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Constantinos Spentzas
Constantinos Spentzas
National Technical University of Athens, Athens, Greece
Search for other works by this author on:
Dimitris Koulocheris
National Technical University of Athens, Athens, Greece
Vasilis Dertimanis
National Technical University of Athens, Athens, Greece
Constantinos Spentzas
National Technical University of Athens, Athens, Greece
Paper No:
ESDA2004-58413, pp. 833-842; 10 pages
Published Online:
November 11, 2008
Citation
Koulocheris, D, Dertimanis, V, & Spentzas, C. "A Novel Optimization Algorithm for the Estimation of ARMAX Models." Proceedings of the ASME 7th Biennial Conference on Engineering Systems Design and Analysis. Volume 1. Manchester, England. July 19–22, 2004. pp. 833-842. ASME. https://doi.org/10.1115/ESDA2004-58413
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