Delineating Parameter Unidentifiabilities in Complex Models

Scientists use mathematical modelling to understand and predict the properties of complex physical systems. In highly parameterised models there often exist relationships between parameters over which model predictions are identical, or nearly so. These are known as structural or practical unidentifiabilities, respectively. They are hard to diagnose and make reliable parameter estimation from data impossible. They furthermore imply the existence of an underlying model simplification. We describe a scalable method for detecting unidentifiabilities, and the functional relations defining them, for generic models. This allows for model simplification, and appreciation of which parameters (or functions thereof) cannot be estimated from data. Our algorithm can identify features such as redundant mechanisms and fast timescale subsystems, as well as the regimes in which such approximations are valid. We base our algorithm on a novel quantification of regional parametric sensitivity: multiscale sloppiness. Traditionally, the link between parametric sensitivity and the conditioning of the parameter estimation problem is made locally, through the Fisher Information Matrix. This is valid in the regime of infinitesimal measurement uncertainty. We demonstrate the duality between multiscale sloppiness and the geometry of confidence regions surrounding parameter estimates made where measurement uncertainty is non-negligible. Further theoretical relationships are provided linking multiscale sloppiness to the Likelihood-ratio test. From this, we show that a local sensitivity analysis (as typically done) is insufficient for determining the reliability of parameter estimation, even with simple (non)linear systems. Our algorithm provides a tractable alternative. We finally apply our methods to a large-scale, benchmark Systems Biology model of NF-$\kappa$B, uncovering previously unknown unidentifiabilities

On Functional Observability and Structural Functional Observability

In this paper, functional observability, functional detectability, and structural functional observability are revisited and investigated. It is found that a PBH-like rank condition for functional observability and a similar one for functional detectability in the literature are not always sufficient. Conditions on the system matrices to establish their sufficiency are given. A new concept of modal functional observability is proposed, leading to necessary and sufficient conditions for functional observability and detectability in the general case. Afterward, structural functional observability is redefined rigorously from a generic perspective. A new and complete graph-theoretic characterization for structural functional observability is proposed. Based on these results, the problems of selecting the minimal sensors to achieve functional observability and structural functional observability are shown to be NP-hard. Nevertheless, polynomial-time algorithms are given based on the supermodular set functions to find approximation solutions. A corollary of our results is that, verifying the structural target controllability of $n-1$ state variables is possible in polynomial time, where $n$ is the system state dimension, a problem that may be hard otherwise.Comment: This is an early version of a collaborative work with Professor Tyrone Fernando of University of Western Australia, Australia, and Professor Mohamed Darouach of Universit de Lorraine, France. The co-authors' names are scheduled to be added in an updated versio

Target Controllability and Target Observability of Structured Network Systems

The duality between controllability and observability enables methods developed for full-state control to be applied to full-state estimation, and vice versa. In applications in which control or estimation of all state variables is unfeasible, the generalized notions of output controllability and functional observability establish the minimal conditions for the control and estimation of a target subset of state variables, respectively. Given the seemly unrelated nature of these properties, thus far methods for target control and target estimation have been developed independently in the literature. Here, we characterize the graph-theoretic conditions for target controllability and target observability (which are, respectively, special cases of output controllability and functional observability for structured systems). This allow us to rigorously establish a weak and strong duality between these generalized properties. When both properties are equivalent (strongly dual), we show that efficient algorithms developed for target controllability can be used for target observability, and vice versa, for the optimal placement of sensors and drivers. These results are applicable to large-scale networks, in which control and monitoring are often sought for small subsets of nodes.Comment: Codes are available in GitHub (https://github.com/montanariarthur/TargetCtrb

Model reduction of controlled Fokker--Planck and Liouville-von Neumann equations

Model reduction methods for bilinear control systems are compared by means of practical examples of Liouville-von Neumann and Fokker--Planck type. Methods based on balancing generalized system Gramians and on minimizing an H2-type cost functional are considered. The focus is on the numerical implementation and a thorough comparison of the methods. Structure and stability preservation are investigated, and the competitiveness of the approaches is shown for practically relevant, large-scale examples

Koopman Kernel Regression

Many machine learning approaches for decision making, such as reinforcement learning, rely on simulators or predictive models to forecast the time-evolution of quantities of interest, e.g., the state of an agent or the reward of a policy. Forecasts of such complex phenomena are commonly described by highly nonlinear dynamical systems, making their use in optimization-based decision-making challenging. Koopman operator theory offers a beneficial paradigm for addressing this problem by characterizing forecasts via linear time-invariant (LTI) ODEs, turning multi-step forecasts into sparse matrix multiplication. Though there exists a variety of learning approaches, they usually lack crucial learning-theoretic guarantees, making the behavior of the obtained models with increasing data and dimensionality unclear. We address the aforementioned by deriving a universal Koopman-invariant reproducing kernel Hilbert space (RKHS) that solely spans transformations into LTI dynamical systems. The resulting Koopman Kernel Regression (KKR) framework enables the use of statistical learning tools from function approximation for novel convergence results and generalization error bounds under weaker assumptions than existing work. Our experiments demonstrate superior forecasting performance compared to Koopman operator and sequential data predictors in RKHS.Comment: Accepted to the thirty-seventh Conference on Neural Information Processing Systems (NeurIPS 2023

A direct design procedure for linear state functional observers

We propose a constructive procedure to design a Luenberger observer to estimate a linear multiple linear state functional for a linear time-invariant system. Among other features the proposed design algorithm is not based on the solution of a Sylvester equation nor on the use of canonical state space forms. The design is based on the solution set of a linear equation and a realization method. The consistency of this equation and the stability of the observer can be used as a functional observability test

Passivity Enforcement via Perturbation of Hamiltonian Matrices

This paper presents a new technique for the passivity enforcement of linear time-invariant multiport systems in statespace form. This technique is based on a study of the spectral properties of related Hamiltonian matrices. The formulation is applicable in case the system input-output transfer function is in admittance, impedance, hybrid, or scattering form. A standard test for passivity is first performed by checking the existence of imaginary eigenvalues of the associated Hamiltonian matrix. In the presence of imaginary eigenvalues the system is not passive. In such a case, a new result based on first-order perturbation theory is presented for the precise characterization of the frequency bands where passivity violations occur. This characterization is then used for the design of an iterative perturbation scheme of the state matrices, aimed at the displacement of the imaginary eigenvalues of the Hamiltonian matrix. The result is an effective algorithm leading to the compensation of the passivity violations. This procedure is very efficient when the passivity violations are small, so that first-order perturbation is applicable. Several examples illustrate and validate the procedure

On unknown-input functional observability of linear systems

Finding the least possible order of a stable Unknown-Input Functional Observer (UIFO) has always been a challenge in observer design theory. A practical recursive algorithm is proposed in this technical note to design a minimal multi-functional observer for multi-input multi-output (MIMO) linear time-invariant (LTI) systems with unknown-inputs. The concept of unknown-input functional observability is introduced,and it is used as a certificate of the convergence of our algorithm. The proposed procedure looks for a number of additional auxiliary functions to be augmented to the original functions desired for reconstruction. The resulting UIFO is proper, and minimal (of minimum possible order). Moreover, the algorithm does not need the system to be unknown-input observable. A numerical example shows the procedure as well as the effectiveness of the proposed algorithm