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Angle Modulated Simulated Kalman Filter Algorithm for Combinatorial Optimization Problems

TLDR
The proposed angle modulated SKF (AMSKF) is compared against two other discrete population-based optimization algorithms, namely, binary particle swarm optimization (BPSO) and binary gravitational search algorithm (BGSA), and it is found that the proposed AMSKF is as competitive as BGSA but the BPSO is superior to the both AMSKFs.
Abstract: 
Inspired by the estimation capability of Kalman filter, we have recently introduced a novel estimation-based optimization algorithm called simulated Kalman filter (SKF). Every agent in SKF is regarded as a Kalman filter. Based on the mechanism of Kalman filtering and measurement process, every agent estimates the global minimum/maximum. Measurement, which is required in Kalman filtering, is mathematically modelled and simulated. Agents communicate among them to update and improve the solution during the search process. However, the SKF is only capable to solve continuous numerical optimization problem. In order to solve discrete optimization problems, the SKF algorithm is combined with an angle modulated approach. The performance of the proposed angle modulated SKF (AMSKF) is compared against two other discrete population-based optimization algorithms, namely, binary particle swarm optimization (BPSO) and binary gravitational search algorithm (BGSA). A set of traveling salesman problems are used to evaluate the performance of the proposed AMSKF. Based on the analysis of experimental results, we found that the proposed AMSKF is as competitive as BGSA but the BPSO is superior to the both AMSKF and BGSA.

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Citations
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Journal ArticleDOI

Feature selection using angle modulated simulated Kalman filter for peak classification of EEG signals.

TL;DR: The experimental results have shown that the proposed AMSKF feature selector is able to find the best combination of features and performs at par with the existing related studies of epileptic EEG events classification.
Journal ArticleDOI

Adaptive Beamforming Algorithm Based on a Simulated Kalman Filter

TL;DR: This research presents the first-time application ofSKF algorithm to adaptive beamforming, and a new modified version of the SKF algorithm named SKF with Modified Measurement (SKFMM) is introduced to further improve the exploration capabilities of SKf algorithm by modifying the measurement-update equation.

Parameter-less simulated kalman filter

TL;DR: Experimental results show that the parameter-less SKF managed to converge to near-optimal solution and performs as good as the original SKF algorithm.
Proceedings ArticleDOI

Feature Selection Using Binary Simulated Kalman Filter for Peak Classification of EEG Signals

TL;DR: Another extension of SKF algorithm, which is called binary SKF (BSKF) algorithm, is applied for the same feature selection problem and it is found that the BSKF algorithm performed slightly better than the AMSKF algorithms.
References
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Genetic algorithms in search, optimization, and machine learning

TL;DR: In this article, the authors present the computer techniques, mathematical tools, and research results that will enable both students and practitioners to apply genetic algorithms to problems in many fields, including computer programming and mathematics.
Proceedings ArticleDOI

A discrete binary version of the particle swarm algorithm

TL;DR: The paper reports a reworking of the particle swarm algorithm to operate on discrete binary variables, where trajectories are changes in the probability that a coordinate will take on a zero or one value.
Journal ArticleDOI

BGSA: binary gravitational search algorithm

TL;DR: A binary version of the gravitational search algorithm, based on the law of gravity and mass interactions, is introduced and the experimental results confirm the efficiency of the BGSA in solving various nonlinear benchmark functions.

A Kalman filter approach for solving unimodal optimization problems

TL;DR: The experimental results show that the proposed SKF algorithm is a promising approach in solving unimodal optimization problems and has a comparable performance to some well-known metaheuristic algorithms.
Journal ArticleDOI

The airport gate assignment problem: a survey.

TL;DR: The state of the art of these problems and the various methods to obtain the solution are surveyed with the description of mathematical formulations and resolution methods such as exact algorithms, heuristic algorithms, and metaheuristic algorithms.
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