Recent Advances in Guaranteed Parameter Estimation of Nonlinear Dynamic Systems
Event details
| Date | 02.05.2014 |
| Hour | 10:15 |
| Speaker | Dr. Benoît Chachuat |
| Location | |
| Category | Conferences - Seminars |
Among the available techniques to account for uncertainty in parameter estimation, guaranteed parameter estimation aims to determine all the parameter values of a model that are consistent with the measurements under given uncertainty scenarios. Our focus in this talk is on nonlinear dynamic systems and we consider the case that the uncertainty enters the estimation problem in the form of bounded measurement errors. Set-inversion algorithms, which approximate such parameter sets by a box partition at an arbitrary precision, were first developed for algebraic models in the early 1990s by Moore and Walter et al. using interval analysis; and not long after were these algorithms extended to dynamic systems using ODE bounding techniques. Nonetheless, seldom can any estimation problem with more than a few uncertain parameters be tackled with such algorithms. The main computational bottleneck for guaranteed parameter estimation in higher-dimensional dynamic systems appears to be the ability to compute tight bounds on parametric solutions of the dynamic system. In the first part of the talk, we review recent developments in ODE bounding techniques based on Taylor models that enjoy higher-order convergence properties and we illustrate the benefits of these techniques for our problem. Next, we introduce optimization-based domain reduction techniques in order to enhance the convergence speed of the set-inversion algorithm as well as simple strategies that avoid recomputing the ODE bounds wherever possible. A challenging case study in anaerobic digestion is presented for a model describing complex liquid-gas transfer and pH self-regulation mechanisms and featuring multiple time scales. The results demonstrate that the proposed improvements allow tackling guaranteed parameter estimation in up to seven parameters within reasonable computational times.
Bio: 2010-... Senior Lecturer, Department of Chemical Engineering, Imperial College London, UK
2008-2010 Assistant Professor, Department of Chemical Engineering, McMaster University, ON, Canada
2005-2008 Research Associate and Lecturer, Automatic Control Laboratory, Swiss Federal Institute of Technology in Lausanne (EPFL), Switzerland
2003-2005 Postdoctoral Associate, Department of Chemical Engineering, Massachusetts Institute of Technology, MA, USA
2002-2003 Postdoctoral Associate, COMORE Team, INRIA Sophia-Antipolis, France
1998-2002 Research and Teaching Assistant, LSGC-CNRS, Lorraine Institute of Technology (INPL), Nancy, France
Bio: 2010-... Senior Lecturer, Department of Chemical Engineering, Imperial College London, UK
2008-2010 Assistant Professor, Department of Chemical Engineering, McMaster University, ON, Canada
2005-2008 Research Associate and Lecturer, Automatic Control Laboratory, Swiss Federal Institute of Technology in Lausanne (EPFL), Switzerland
2003-2005 Postdoctoral Associate, Department of Chemical Engineering, Massachusetts Institute of Technology, MA, USA
2002-2003 Postdoctoral Associate, COMORE Team, INRIA Sophia-Antipolis, France
1998-2002 Research and Teaching Assistant, LSGC-CNRS, Lorraine Institute of Technology (INPL), Nancy, France
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