Calculation of fractional derivatives of noisy data with genetic algorithms

• Author(s): Machado, J. A. Tenreiro
• Date: 2009
• Persistent ID: http://hdl.handle.net/10400.22/4314
• Origin: Repositório Científico do Instituto Politécnico do Porto
• Subject(s): Fractional derivatives; Fractional calculus; Genetic algorithms; Numerical differentiation
• Document Type: Article
• Language: English

Description

This paper addresses the calculation of derivatives of fractional order for non-smooth data. The noise is avoided by adopting an optimization formulation using genetic algorithms (GA). Given the flexibility of the evolutionary schemes, a hierarchical GA composed by a series of two GAs, each one with a distinct fitness function, is established.