Particle filter grey Wolf optimization for parameter estimation of nonlinear dynamic system

doi:10.1109/ICWAPR.2018.8521245

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	Particle filter grey Wolf optimization for parameter estimation of nonlinear dynamic system
	Zhang，Cuilian; Yang，Xu; Lilingbo，; Wong，Derek F.
	2018-11-02
Source Publication	International Conference on Wavelet Analysis and Pattern Recognition
Volume	2018-July
Pages	95-100
Abstract	Particle filter samplers, Markov chain Monte Carlo (MCM-C)samplers, and swarm intelligence can be used for parameter estimation with posterior probability distribution in nonlinear dynamic system. However the global exploration capabilities and efficiency of the sampler rely on the moving step of particle filter sampler. In this paper, we presented a mixing sampler algorithm: particle filter grey wolf optimization sampler(PF -GWO). PF-GWO sampler is operated by combining grey wolf optimization with Metropolis ratio into framework of particle filter, which is suitable to estimate unknown static parameters of nonlinear dynamic models. Based on Bayesian framework, parameter estimation of Lorenz model shows that PF -GWO sampler is superior to other combined particle filter sampler algorithms with large range prior distribution.
Keyword	Grey Wolf Optimization MCMC Parameter Estimation Particle Filter
DOI	10.1109/ICWAPR.2018.8521245
URL	View the original
Language	英語English
Scopus ID	2-s2.0-85057296770
Fulltext Access	View Full-Text via DOI View Full-Text via Scopus
Citation statistics
Document Type	Conference paper
Collection	DEPARTMENT OF COMPUTER AND INFORMATION SCIENCE
Affiliation	Faculty of Science and Technology,University of Macau,999078,Macao
First Author Affilication	Faculty of Science and Technology
Recommended Citation GB/T 7714	Zhang，Cuilian,Yang，Xu,Lilingbo，,et al. Particle filter grey Wolf optimization for parameter estimation of nonlinear dynamic system[C], 2018, 95-100.
APA	Zhang，Cuilian., Yang，Xu., Lilingbo，., & Wong，Derek F. (2018). Particle filter grey Wolf optimization for parameter estimation of nonlinear dynamic system. International Conference on Wavelet Analysis and Pattern Recognition, 2018-July, 95-100.

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