Popis: |
Inspired by Kalman filtering, simulated Kalman filter (SKF) has been introduced as a new population-based optimization algorithm. The SKF is not a parameter-less algorithm. Three parameter values should be assigned to P, Q, and R, which denotes error covariance, process noise, and measurement noise, respectively. While analysis of P has been studied, this paper emphasizes on Q and R parameters. Instead of using constant values for Q and R, random values are used in this study. Experimental result shows that the use of randomized Q and R values did not degrade the performance of SKF and hence, one step closer to the realization of a parameter-less SKF. |