PARAMETER-LESS SIMULATED KALMAN FILTER
Nor Hidayati Abdul Aziz1,2, Zuwairie Ibrahim2, Nor Azlina Ab. Aziz1 and Saifudin Razali2
1Faculty of Engineering and Technology, Multimedia University
Bukit Beruang, Melaka, Malaysia
2Faculty of Electrical and Electronics Engineering, Universiti Malaysia Pahang
Pekan, Pahang, Malaysia
Simulated Kalman Filter (SKF) algorithm is a new population-based metaheuristic optimization algorithm. In the original SKF algorithm, three parameter values are assigned during initialization, the initial error covariance, P(0), the process noise, Q, and the measurement noise, R. Further studies on the effect of P(0), Q and R values suggest that the SKF algorithm can be realized as a parameter-less algorithm. Instead of using constant values suggested for the parameters, this study uses random values for all three parameters, P(0), Q and R. Experimental results show that the parameter-less SKF managed to converge to near-optimal solution and performs as good as the original SKF algorithm.
Keywords: Optimization, Simulated Kalman Filter, Parameter-less