A genetic algorithm approach for prediction of linear dynamical systems

Abstract

Modelling of linear dynamical systems is very important issue in science and engineering. The modelling process might be achieved by either the application of the governing laws describing the process or by using the input-output data sequence of the process. Most of the modelling algorithms reported in the literature focus on either determining the order or estimating the model parameters. In this paper, the authors present a new method for modelling. Given the input-output data sequence of the model in the absence of any information about the order, the correct order of the model as well as the correct parameters is determined simultaneously using genetic algorithm. The algorithm used in this paper has several advantages; first, it does not use complex mathematical procedures in detecting the order and the parameters; second, it can be used for low as well as high order systems; third, it can be applied to any linear dynamical system including the autoregressive, moving-average, and autoregressive moving-average models; fourth, it determines the order and the parameters in a simultaneous manner with a very high accuracy. Results presented in this paper show the potentiality, the generality, and the superiority of our method as compared with other well-known methods. © 2013 Za'er Abo-Hammour et al.