Nonlinear Parameter Estimation by Global Optimization - Efficiency and reliability
نویسنده
چکیده
In this paper we first show that the objective function of a leastsquares type nonlinear parameter estimation problem can be any non-negative real function, and therefore this class of problems corre-sponds to global optimization. Two non-derivative implementationsof a global optimization method are presented; with nine standardtest functions applied to measure their efficiency. A new nonlineartest problem is then presented for testing the reliability of global op-timization algorithms. This test function has a countable infinity oflocal minima and only one global minimizer. The region of attractionof the global minimum is of zero measure. The results of efficiencyand reliability tests are given.
منابع مشابه
Augmented Downhill Simplex a Modified Heuristic Optimization Method
Augmented Downhill Simplex Method (ADSM) is introduced here, that is a heuristic combination of Downhill Simplex Method (DSM) with Random Search algorithm. In fact, DSM is an interpretable nonlinear local optimization method. However, it is a local exploitation algorithm; so, it can be trapped in a local minimum. In contrast, random search is a global exploration, but less efficient. Here, rand...
متن کاملبرآورد پارامترهای معادله ماسکینگام غیرخطی در مدل روندیابی سیلاب با استفاده از الگوریتم چرخه آب
Flood routing in river is one of important issues in water engineering projects. Hydraulic routing is common in especially in river that has branches and river that have not basin information. So as to need obtain cross section and slops in all interval of river that Muskingum helps by saving time and cost. In this paper, a Water Cycle Algorithm (WCA) is proposed for the parameter estimation of...
متن کاملReliable Nonlinear Parameter Estimation Using Interval Analysis: Error-in-Variable Approachy
Parameter estimation is a key problem in the development of process models, both steadyand unsteadystate, and thus is an important issue in both process design and control. The error-in-variable approach differs distinctly from the standard approach in that measurement errors in both dependent and independent system variables are taken into account when formulating the objective function in the...
متن کاملNonlinear Parameter Estimation Using Interval Analysis
The reliable solution of nonlinear parameter estimation problems is an important computational problem in chemical process engineering, both in on-line and off-line applications. Conventional solution methods may not be reliable since they do not guarantee convergence to the global optimum sought in the parameter estimation problem. We demonstrate here a technique, based on interval analysis, t...
متن کاملReliable Nonlinear Parameter Estimation in VLE Modeling
The reliable solution of nonlinear parameter estimation problems is an important computational problem in the modeling of vapor-liquid equilibrium (VLE). Conventional solution methods may not be reliable since they do not guarantee convergence to the global optimum sought in the parameter estimation problem. We demonstrate here a technique, based on interval analysis, that can solve the nonline...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
برای دانلود متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید
ثبت ناماگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید
ورودعنوان ژورنال:
- Acta Cybern.
دوره 8 شماره
صفحات -
تاریخ انتشار 1988