IDEAS home Printed from https://ideas.repec.org/a/hin/jjopti/239721.html
   My bibliography  Save this article

Two-Dimensional IIR Filter Design Using Simulated Annealing Based Particle Swarm Optimization

Author

Listed:
  • Supriya Dhabal
  • Palaniandavar Venkateswaran

Abstract

We present a novel hybrid algorithm based on particle swarm optimization (PSO) and simulated annealing (SA) for the design of two-dimensional recursive digital filters. The proposed method, known as SA-PSO, integrates the global search ability of PSO with the local search ability of SA and offsets the weakness of each other. The acceptance criterion of Metropolis is included in the basic algorithm of PSO to increase the swarm’s diversity by accepting sometimes weaker solutions also. The experimental results reveal that the performance of the optimal filter designed by the proposed SA-PSO method is improved. Further, the convergence behavior as well as optimization accuracy of proposed method has been improved significantly and computational time is also reduced. In addition, the proposed SA-PSO method also produces the best optimal solution with lower mean and variance which indicates that the algorithm can be used more efficiently in realizing two-dimensional digital filters.

Suggested Citation

  • Supriya Dhabal & Palaniandavar Venkateswaran, 2014. "Two-Dimensional IIR Filter Design Using Simulated Annealing Based Particle Swarm Optimization," Journal of Optimization, Hindawi, vol. 2014, pages 1-10, September.
    • Handle: RePEc:hin:jjopti:239721
    DOI: 10.1155/2014/239721
    as

    Download full text from publisher

    File URL: http://downloads.hindawi.com/journals/7179/2014/239721.pdf
    Download Restriction: no
    File URL: http://downloads.hindawi.com/journals/7179/2014/239721.xml
    Download Restriction: no
    File URL: https://libkey.io/10.1155/2014/239721?utm_source=ideas
    LibKey link: if access is restricted and if your library uses this service, LibKey will redirect you to where you can use your library subscription to access this item
    ---><---

    References listed on IDEAS

    as
    1. L. Ingber, 1996. "Adaptive simulated annealing (ASA): Lessons learned," Lester Ingber Papers 96as, Lester Ingber.
    Full references (including those not matched with items on IDEAS)

    Citations

    Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
    as


    Cited by:

    1. Omar Avalos & Erik Cuevas & Jorge Gálvez & Essam H. Houssein & Kashif Hussain, 2020. "Comparison of Circular Symmetric Low-Pass Digital IIR Filter Design Using Evolutionary Computation Techniques," Mathematics, MDPI, vol. 8(8), pages 1-22, July.

    Most related items

    These are the items that most often cite the same works as this one and are cited by the same works as this one.
    1. Minford, Patrick & Ou, Zhirong, 2013. "Taylor Rule or optimal timeless policy? Reconsidering the Fed's behavior since 1982," Economic Modelling, Elsevier, vol. 32(C), pages 113-123.
    2. Vo Le & Kent Matthews & David Meenagh & Patrick Minford & Zhiguo Xiao, 2014. "Banking and the Macroeconomy in China: A Banking Crisis Deferred?," Open Economies Review, Springer, vol. 25(1), pages 123-161, February.
    3. Ye, Hong & Lin, Zhiping, 2006. "Speed-up simulated annealing by parallel coordinates," European Journal of Operational Research, Elsevier, vol. 173(1), pages 59-71, August.
    4. Liu, Chunping & Minford, Patrick, 2014. "Comparing behavioural and rational expectations for the US post-war economy," Economic Modelling, Elsevier, vol. 43(C), pages 407-415.
    5. Fan, Jingwen & Minford, Patrick & Ou, Zhirong, 2013. "The Fiscal Theory of the Price Level - identification and testing for the UK in the 1970s," Cardiff Economics Working Papers E2013/12, Cardiff University, Cardiff Business School, Economics Section.
    6. Luo, Zhongyang & Sultan, Umair & Ni, Mingjiang & Peng, Hao & Shi, Bingwei & Xiao, Gang, 2016. "Multi-objective optimization for GPU3 Stirling engine by combining multi-objective algorithms," Renewable Energy, Elsevier, vol. 94(C), pages 114-125.
    7. Nasir Aminu, 2018. "Evaluation of a DSGE Model of Energy in the United Kingdom Using Stationary Data," Computational Economics, Springer;Society for Computational Economics, vol. 51(4), pages 1033-1068, April.
    8. Minford, Patrick & Meenagh, David & Le, Vo Phuong Mai, 2012. "What causes banking crises? An empirical investigation," CEPR Discussion Papers 9057, C.E.P.R. Discussion Papers.
    9. Li Dai & Patrick Minford & Peng Zhou, 2015. "A DSGE model of China," Applied Economics, Taylor & Francis Journals, vol. 47(59), pages 6438-6460, December.
    10. Alfeus, Mesias & Grasselli, Martino & Schlögl, Erik, 2020. "A consistent stochastic model of the term structure of interest rates for multiple tenors," Journal of Economic Dynamics and Control, Elsevier, vol. 114(C).
    11. repec:uts:finphd:41 is not listed on IDEAS
    12. Fan, Jingwen & Minford, Patrick & Ou, Zhirong, 2016. "The role of fiscal policy in Britain's Great Inflation," Economic Modelling, Elsevier, vol. 58(C), pages 203-218.
    13. Ingber, Lester, 2000. "High-resolution path-integral development of financial options," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 283(3), pages 529-558.
    14. Graeme J. Doole & David J. Pannell, 2008. "Optimisation of a Large, Constrained Simulation Model using Compressed Annealing," Journal of Agricultural Economics, Wiley Blackwell, vol. 59(1), pages 188-206, February.
    15. Lehmann, Sebastian & Huth, Andreas, 2015. "Fast calibration of a dynamic vegetation model with minimum observation data," Ecological Modelling, Elsevier, vol. 301(C), pages 98-105.
    16. Le, Vo Phuong Mai & Meenagh, David & Minford, Patrick & Wickens, Michael, 2011. "How much nominal rigidity is there in the US economy? Testing a new Keynesian DSGE model using indirect inference," Journal of Economic Dynamics and Control, Elsevier, vol. 35(12), pages 2078-2104.
    17. Liu, Chunping & Minford, Patrick, 2014. "How important is the credit channel? An empirical study of the US banking crisis," Journal of Banking & Finance, Elsevier, vol. 41(C), pages 119-134.
    18. Aminu, Nasir & Meenagh, David & Minford, Patrick, 2018. "The role of energy prices in the Great Recession — A two-sector model with unfiltered data," Energy Economics, Elsevier, vol. 71(C), pages 14-34.
    19. Efrat Taig & Ohad Ben-Shahar, 2019. "Gradient Surfing: A New Deterministic Approach for Low-Dimensional Global Optimization," Journal of Optimization Theory and Applications, Springer, vol. 180(3), pages 855-878, March.
    20. Pedamallu, Chandra Sekhar & Ozdamar, Linet, 2008. "Investigating a hybrid simulated annealing and local search algorithm for constrained optimization," European Journal of Operational Research, Elsevier, vol. 185(3), pages 1230-1245, March.
    21. Le, Vo Phuong Mai & Meenagh, David & Minford, Patrick, 2016. "Monetarism rides again? US monetary policy in a world of Quantitative Easing," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 44(C), pages 85-102.

    More about this item

    Statistics

    Access and download statistics

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:hin:jjopti:239721. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Mohamed Abdelhakeem (email available below). General contact details of provider: https://www.hindawi.com .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.