Nonlinear parameter estimation by the point-mass method taking into account correlation of partial estimates

2020 ◽  
pp. 9-14
Author(s):  
A. V. Sholokhov ◽  
S. B. Berkovich ◽  
N. I. Kotov ◽  
M. G. Belonozhko

A new solution to the problem of nonlinear parameter estimation is considered. The peculiarity of this problem is that the arguments of a nonlinear function are not only the measurement data and the required parameters, but also supplementary parameters. Supplementary parameters are a priori unknown, but they are necessary only to find optimal estimates of the required parameters. The estimate of the desired parameters is formed according to the point-mass method as a weighted sum of partial estimates obtained for the specified values of supplementary parameters. This solution allows us to eliminate a priori probabilities for supplementary parameters by taking into account additional covariance of weight coefficients and (or) specified partial estimates. The considered approach is effective in solving specified nonlinear estimation problems characterized by low accuracy of available measurement data and (or) their few number.

2020 ◽  
Vol 63 (9) ◽  
pp. 674-679
Author(s):  
A. V. Sholokhov ◽  
S. B. Berkovich ◽  
N. I. Kotov ◽  
M. G. Belonozhko

Author(s):  
Pileun Kim ◽  
Jonathan Rogers ◽  
Jie Sun ◽  
Erik Bollt

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.


2006 ◽  
Vol 10 (3) ◽  
pp. 395-412 ◽  
Author(s):  
H. Kunstmann ◽  
J. Krause ◽  
S. Mayr

Abstract. Even in physically based distributed hydrological models, various remaining parameters must be estimated for each sub-catchment. This can involve tremendous effort, especially when the number of sub-catchments is large and the applied hydrological model is computationally expensive. Automatic parameter estimation tools can significantly facilitate the calibration process. Hence, we combined the nonlinear parameter estimation tool PEST with the distributed hydrological model WaSiM. PEST is based on the Gauss-Marquardt-Levenberg method, a gradient-based nonlinear parameter estimation algorithm. WaSiM is a fully distributed hydrological model using physically based algorithms for most of the process descriptions. WaSiM was applied to the alpine/prealpine Ammer River catchment (southern Germany, 710 km2 in a 100×100 m2 horizontal resolution. The catchment is heterogeneous in terms of geology, pedology and land use and shows a complex orography (the difference of elevation is around 1600 m). Using the developed PEST-WaSiM interface, the hydrological model was calibrated by comparing simulated and observed runoff at eight gauges for the hydrologic year 1997 and validated for the hydrologic year 1993. For each sub-catchment four parameters had to be calibrated: the recession constants of direct runoff and interflow, the drainage density, and the hydraulic conductivity of the uppermost aquifer. Additionally, five snowmelt specific parameters were adjusted for the entire catchment. Altogether, 37 parameters had to be calibrated. Additional a priori information (e.g. from flood hydrograph analysis) narrowed the parameter space of the solutions and improved the non-uniqueness of the fitted values. A reasonable quality of fit was achieved. Discrepancies between modelled and observed runoff were also due to the small number of meteorological stations and corresponding interpolation artefacts in the orographically complex terrain. Application of a 2-dimensional numerical groundwater model partly yielded a slight decrease of overall model performance when compared to a simple conceptual groundwater approach. Increased model complexity therefore did not yield in general increased model performance. A detailed covariance analysis was performed allowing to derive confidence bounds for all estimated parameters. The correlation between the estimated parameters was in most cases negligible, showing that parameters were estimated independently from each other.


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