Direct Multiple Shooting and Generalized Gauss-Newton Method for Parameter Estimation Problems in ODE Models

2015 ◽  
pp. 1-34 ◽  
Author(s):  
Hans Georg Bock ◽  
Ekaterina Kostina ◽  
Johannes P. Schlöder
Keyword(s):  
Parameter Estimation ◽  
Newton Method ◽  
Multiple Shooting ◽  
Ode Models ◽  
Estimation Problems

scholarly journals Set-membership identifiability of nonlinear models and related parameter estimation properties

2016 ◽  
Vol 26 (4) ◽  
pp. 803-813 ◽  
Author(s):  
Carine Jauberthie ◽  
Louise Travé-MassuyèEs ◽  
Nathalie Verdière
Keyword(s):  
Mathematical Model ◽  
Parameter Estimation ◽  
Dynamic System ◽  
Nonlinear Models ◽  
Differential Algebra ◽  
Related Parameter ◽  
Set Membership ◽  
Estimation Problems ◽  
The Mathematical Model

Abstract Identifiability guarantees that the mathematical model of a dynamic system is well defined in the sense that it maps unambiguously its parameters to the output trajectories. This paper casts identifiability in a set-membership (SM) framework and relates recently introduced properties, namely, SM-identifiability, μ-SM-identifiability, and ε-SM-identifiability, to the properties of parameter estimation problems. Soundness and ε-consistency are proposed to characterize these problems and the solution returned by the algorithm used to solve them. This paper also contributes by carefully motivating and comparing SM-identifiability, μ-SM-identifiability and ε-SM-identifiability with related properties found in the literature, and by providing a method based on differential algebra to check these properties.

Causation Entropy Identifies Sparsity Structure for Parameter Estimation of Dynamic Systems

2016 ◽  
Vol 12 (1) ◽  
Author(s):  
Pileun Kim ◽  
Jonathan Rogers ◽  
Jie Sun ◽  
Erik Bollt
Keyword(s):  
Parameter Estimation ◽  
Time Series Data ◽  
Multivariate Time Series ◽  
Measurement Data ◽  
Relative Magnitude ◽  
Initial Guess ◽  
Series Data ◽  
System Parameters ◽  
Estimation Problems ◽  
System States

Parameter estimation is an important topic in the field of system identification. This paper explores the role of a new information theory measure of data dependency in parameter estimation problems. Causation entropy is a recently proposed information-theoretic measure of influence between components of multivariate time series data. Because causation entropy measures the influence of one dataset upon another, it is naturally related to the parameters of a dynamical system. In this paper, it is shown that by numerically estimating causation entropy from the outputs of a dynamic system, it is possible to uncover the internal parametric structure of the system and thus establish the relative magnitude of system parameters. In the simple case of linear systems subject to Gaussian uncertainty, it is first shown that causation entropy can be represented in closed form as the logarithm of a rational function of system parameters. For more general systems, a causation entropy estimator is proposed, which allows causation entropy to be numerically estimated from measurement data. Results are provided for discrete linear and nonlinear systems, thus showing that numerical estimates of causation entropy can be used to identify the dependencies between system states directly from output data. Causation entropy estimates can therefore be used to inform parameter estimation by reducing the size of the parameter set or to generate a more accurate initial guess for subsequent parameter optimization.

scholarly journals A variational toolbox for quantum multi-parameter estimation

2021 ◽  
Vol 7 (1) ◽  
Author(s):  
Johannes Jakob Meyer ◽  
Johannes Borregaard ◽  
Jens Eisert
Keyword(s):  
Parameter Estimation ◽  
Information Science ◽  
Quantum Algorithms ◽  
Continuous Variable ◽  
General Interest ◽  
Quantum Metrology ◽  
Estimation Problems ◽  
General Parameter ◽  
Quantum Technology ◽  
Aided Design

AbstractWith an ever-expanding ecosystem of noisy and intermediate-scale quantum devices, exploring their possible applications is a rapidly growing field of quantum information science. In this work, we demonstrate that variational quantum algorithms feasible on such devices address a challenge central to the field of quantum metrology: The identification of near-optimal probes and measurement operators for noisy multi-parameter estimation problems. We first introduce a general framework that allows for sequential updates of variational parameters to improve probe states and measurements and is widely applicable to both discrete and continuous-variable settings. We then demonstrate the practical functioning of the approach through numerical simulations, showcasing how tailored probes and measurements improve over standard methods in the noisy regime. Along the way, we prove the validity of a general parameter-shift rule for noisy evolutions, expected to be of general interest in variational quantum algorithms. In our approach, we advocate the mindset of quantum-aided design, exploiting quantum technology to learn close to optimal, experimentally feasible quantum metrology protocols.

scholarly journals A Modified NM-PSO Method for Parameter Estimation Problems of Models

2012 ◽  
Vol 2012 ◽  
pp. 1-12 ◽  
Author(s):  
An Liu ◽  
Erwie Zahara ◽  
Ming-Ta Yang
Keyword(s):  
Genetic Algorithm ◽  
Parameter Estimation ◽  
Particle Swarm Optimization ◽  
Differential Equations ◽  
Ordinary Differential Equations ◽  
Optimization Problems ◽  
Particle Swarm ◽  
Swarm Optimization ◽  
Wide Range ◽  
Estimation Problems

Ordinary differential equations usefully describe the behavior of a wide range of dynamic physical systems. The particle swarm optimization (PSO) method has been considered an effective tool for solving the engineering optimization problems for ordinary differential equations. This paper proposes a modified hybrid Nelder-Mead simplex search and particle swarm optimization (M-NM-PSO) method for solving parameter estimation problems. The M-NM-PSO method improves the efficiency of the PSO method and the conventional NM-PSO method by rapid convergence and better objective function value. Studies are made for three well-known cases, and the solutions of the M-NM-PSO method are compared with those by other methods published in the literature. The results demonstrate that the proposed M-NM-PSO method yields better estimation results than those obtained by the genetic algorithm, the modified genetic algorithm (real-coded GA (RCGA)), the conventional particle swarm optimization (PSO) method, and the conventional NM-PSO method.

scholarly journals Fitting functional responses: Direct parameter estimation by simulating differential equations

2017 ◽  
Author(s):  
Benjamin Rosenbaum ◽  
Bjoern C. Rall
Keyword(s):  
Parameter Estimation ◽  
Functional Response ◽  
Marine Biology ◽  
Prediction Models ◽  
Functional Responses ◽  
Food Web Structure ◽  
Ode Models ◽  
Background Mortality ◽  
Functional Response Models ◽  
Scientific Fields

The feeding functional response is one of the most widespread mathematical frameworks in Ecology, Marine Biology, Freshwater Biology, Microbiology and related scientific fields describing the resource-dependent uptake of a consumer. Since the exact knowledge of its parameters is crucial in order to predict, for example, the efficiency of biocontrol agents, population dynamics, food web structure and subsequently biodiversity, a trustful parameter estimation is of utmost importance for scientists using this framework. Classical approaches for estimating functional response parameters lack flexibility and can often only serve as approximation for a correct parameter estimation. Moreover, they do not allow to incorporate side effects such as resource growth or background mortality. Both call for a new method to be established solving these problems. Here, we combined ordinary differential equation models (ODE models), that were numerically solved using computer simulations, with an iterative maximum likelihood fitting approach. We compared our method to classical approaches of fitting functional responses, using data both with and without additional resource growth and mortality. We found that for classical functional response models, like the often used type II and type III functional response, the established fitting methods are reliable. However, using more complex and flexible functional responses, our new established method outperforms the traditional methods. Additionally, only our method allows to analyze experiments correctly when resources experience growth or background mortality. Our method will enable researchers from different scientific fields that are measuring functional responses to estimate parameters correctly. These estimates will enable community ecologists to parameterize their models more precisely, allowing for a deeper understanding of complex ecological systems, and will increase the quality of ecological prediction models.

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