Guaranteed nonlinear parameter estimation in knowledge-based models

  • Authors:
  • Éric Walter;Michel Kieffer

  • Affiliations:
  • Laboratoire des Signaux et Systémes, CNRS - Supélec - Université Paris-Sud XI, Plateau de Mouhm, Gif-sur-Yvette, France;Laboratoire des Signaux et Systémes, CNRS - Supélec - Université Paris-Sud XI, Plateau de Mouhm, Gif-sur-Yvette, France

  • Venue:
  • Journal of Computational and Applied Mathematics - Special issue: Scientific computing, computer arithmetic, and validated numerics (SCAN 2004)
  • Year:
  • 2007

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Abstract

Knowledge-based models are ubiquitous in pure and applied sciences. They often involve unknown parameters to be estimated from experimental data. This is usually much more difficult than for black-box models, only intended to mimic a given input-output behavior. The output of knowledge-based models is almost always nonlinear in their parameters, so that linear least squares cannot be used, and analytical solutions for the model equations are seldom available. Moreover, since the parameters have some physical meaning, it is not enough to find some numerical values of these quantities that are such that the model fits the data reasonably well. One would like, for instance, to make sure that the parameters to be estimated are identifiable. If this is not the case, all equivalent solutions should be provided. The uncertainty in the parameters resulting from the measurement noise and approximate nature of the model should also be characterized. This paper describes how guaranteed methods based on interval analysis may contribute to these tasks. Examples in linear and nonlinear compartmental modeling, widely used in biology, are provided.