BSKF: Simulated Kalman Filter

Citation

Md. Yusof, Zulkifli and Ibrahim, Ismail and Satiman, Siti Nurzulaikha and Ibrahim, Zuwairie and Abd Aziz, Nor Hidayati and Ab Aziz, Nor Azlina (2016) BSKF: Simulated Kalman Filter. In: 2015 3rd International Conference on Artificial Intelligence, Modelling and Simulation (AIMS). IEEE, pp. 77-81. ISBN 978-1-4673-8675-3

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Abstract

Inspired by the estimation capability of Kalman filter, we have recently introduced a novel estimation-based optimization algorithm called simulated Kalman filter (SKF). Every agent in SKF is regarded as a Kalman filter. Based on the mechanism of Kalman filtering and measurement process, every agent estimates the global minimum/maximum. Measurement, which is required in Kalman filtering, is mathematically modelled and simulated. Agents communicate among them to update and improve the solution during the search process. However, the SKF is only capable to solve continuous numerical optimization problem. In order to solve combinatorial optimization problems, an extended version of SKF algorithm, which is termed as Binary SKF (BSKF), is proposed. Similar to existing approach, a mapping function is used to enable the SKF algorithm to operate in binary search space. A set of traveling salesman problems are used to evaluate the performance of the proposed BSKF against Binary Gravitational Search Algorithm (BGSA) and Binary Particle Swarm Optimization (BPSO).

Item Type: Book Section
Uncontrolled Keywords: Kalman filters, Optimization, Indexes, Particle swarm optimization, Probabilistic logic, Estimation
Subjects: Q Science > QA Mathematics > QA71-90 Instruments and machines > QA75.5-76.95 Electronic computers. Computer science
Divisions: Faculty of Engineering and Technology (FET)
Depositing User: Ms Suzilawati Abu Samah
Date Deposited: 22 May 2018 12:58
Last Modified: 22 May 2018 12:58
URII: http://shdl.mmu.edu.my/id/eprint/6697

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