Two algorithms are implmented - A genetic algorithm and the Nelder-Mead Simplex. These can be used in conjunction for any generic parameter estimation problem.
Parameter search using local Nelder-Mead simplex
Parameter search using Genetic Algorithm
Combined estimation using GA for global search and NMS for local search
Results using only Nelder-Mead (Better for local search) | Results using only GA (Better for global search) |
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While the Nelder-Mead simplex is a good local search heuristic, Genetic Algorithms are good for global search. It then makes sense to apply these in sucession, getting global estimates from the Genetic Algorithm and fine-tuning these with the Nelder-Mead simplex
Results using both Algorithms together | Results using both Algorithms together |
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Error for different algorithms
As can be seen from the images and table, GA for global search followed by NM for local search gives most accurate parameter estimates.