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On Metaheuristics for Solving the Parameter Estimation Problem in Dynamic Systems: A Comparative Study

Author

Listed:
  • Gisela C. V. Ramadas
  • Edite M. G. P. Fernandes
  • António M. V. Ramadas
  • Ana Maria A. C. Rocha
  • M. Fernanda P. Costa

Abstract

This paper presents an experimental study that aims to compare the practical performance of well-known metaheuristics for solving the parameter estimation problem in a dynamic systems context. The metaheuristics produce good quality approximations to the global solution of a finite small-dimensional nonlinear programming problem that emerges from the application of the sequential numerical direct method to the parameter estimation problem. Using statistical hypotheses testing, significant differences in the performance of the metaheuristics, in terms of the average objective function values and average CPU time, are determined. Furthermore, the best obtained solutions are graphically compared in relative terms by means of the performance profiles. The numerical comparisons with other results in the literature show that the tested metaheuristics are effective in achieving good quality solutions with a reduced computational effort.

Suggested Citation

  • Gisela C. V. Ramadas & Edite M. G. P. Fernandes & António M. V. Ramadas & Ana Maria A. C. Rocha & M. Fernanda P. Costa, 2018. "On Metaheuristics for Solving the Parameter Estimation Problem in Dynamic Systems: A Comparative Study," Journal of Optimization, Hindawi, vol. 2018, pages 1-21, January.
    • Handle: RePEc:hin:jjopti:3213484
    DOI: 10.1155/2018/3213484
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    References listed on IDEAS

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    2. Afnizanfaizal Abdullah & Safaai Deris & Sohail Anwar & Satya N V Arjunan, 2013. "An Evolutionary Firefly Algorithm for the Estimation of Nonlinear Biological Model Parameters," PLOS ONE, Public Library of Science, vol. 8(3), pages 1-16, March.
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