Parameter Estimation of Complex Systems from Sparse and Noisy Data
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Mathematical modeling is a key component of various disciplines in science and engineering. A mathematical model which represents important behavior of a real system can be used as a substitute for the real process for many analysis and synthesis tasks. The performance of model based techniques, e.g. system analysis, computer simulation, controller design, sensor development, state filtering, product monitoring, and process optimization, is highly dependent on the quality of the model used. Therefore, it is very important to be able to develop an accurate model from available experimental data. Parameter estimation is usually formulated as an optimization problem where the parameter estimate is computed by minimizing the discrepancy between the model prediction and the experimental data. If a simple model and a large amount of data are available then the estimation problem is frequently well-posed and a small error in data fitting automatically results in an accurate model. However, this is not always the case. If the model is complex and only sparse and noisy data are available, then the estimation problem is often ill-conditioned and good data fitting does not ensure accurate model predictions. Many challenges that can often be neglected for estimation involving simple models need to be carefully considered for estimation problems involving complex models. To obtain a reliable and accurate estimate from sparse and noisy data, a set of techniques is developed by addressing the challenges encountered in estimation of complex models, including (1) model analysis and simplification which identifies the important sources of uncertainty and reduces the model complexity; (2) experimental design for collecting information-rich data by setting optimal experimental conditions; (3) regularization of estimation problem which solves the ill-conditioned large-scale optimization problem by reducing the number of parameters; (4) nonlinear estimation and filtering which fits the data by various estimation and filtering algorithms; (5) model verification by applying statistical hypothesis test to the prediction error. The developed methods are applied to different types of models ranging from models found in the process industries to biochemical networks, some of which are described by ordinary differential equations with dozens of state variables and more than a hundred parameters.
design of experiments
Chu, Yunfei (2010). Parameter Estimation of Complex Systems from Sparse and Noisy Data. Doctoral dissertation, Texas A&M University. Available electronically from