Kinetic Parameter Estimation Using Modified Differential Evolution

For the development of mathematical models in chemical engineering, the parameter estimation methods are very important as design, optimization and advanced control of chemical processes depend on values of model parameters obtained from experimental data. Nonlinearity in models makes the estimation of parameter more difficult and more challenging. This paper presents an evolutionary computation approach for solving such problems. In this work, a modified version of Differential Evolution (DE) algorithm [named Modified Differential evolution (MDE)] is used to solve a kinetic parameter estimation problem from chemical engineering field. The computational efficiency of MDE is compared with that of original DE and Trigonometric Differential Evolution (TDE). Results indicate that performance of MDE algorithm is better than that of DE and TDE

Freeze-drying modeling and monitoring using a new neuro-evolutive technique

This paper is focused on the design of a black-box model for the process of freeze-drying of pharmaceuticals. A new methodology based on a self-adaptive differential evolution scheme is combined with a back-propagation algorithm, as local search method, for the simultaneous structural and parametric optimization of the model represented by a neural network. Using the model of the freeze-drying process, both the temperature and the residual ice content in the product vs. time can be determine off-line, given the values of the operating conditions (the temperature of the heating shelf and the pressure in the drying chamber). This makes possible to understand if the maximum temperature allowed by the product is trespassed and when the sublimation drying is complete, thus providing a valuable tool for recipe design and optimization. Besides, the black box model can be applied to monitor the freeze-drying process: in this case, the measurement of product temperature is used as input variable of the neural network in order to provide in-line estimation of the state of the product (temperature and residual amount of ice). Various examples are presented and discussed, thus pointing out the strength of the too

Lithium-ion battery thermal-electrochemical model-based state estimation using orthogonal collocation and a modified extended Kalman filter

This paper investigates the state estimation of a high-fidelity spatially resolved thermal- electrochemical lithium-ion battery model commonly referred to as the pseudo two-dimensional model. The partial-differential algebraic equations (PDAEs) constituting the model are spatially discretised using Chebyshev orthogonal collocation enabling fast and accurate simulations up to high C-rates. This implementation of the pseudo-2D model is then used in combination with an extended Kalman filter algorithm for differential-algebraic equations to estimate the states of the model. The state estimation algorithm is able to rapidly recover the model states from current, voltage and temperature measurements. Results show that the error on the state estimate falls below 1 % in less than 200 s despite a 30 % error on battery initial state-of-charge and additive measurement noise with 10 mV and 0.5 K standard deviations.Comment: Submitted to the Journal of Power Source

An improved optimization technique for estimation of solar photovoltaic parameters

The nonlinear current vs voltage (I-V) characteristics of solar PV make its modelling difficult. Optimization techniques are the best tool for identifying the parameters of nonlinear models. Even though, there are different optimization techniques used for parameter estimation of solar PV, still the best optimized results are not achieved to date. In this paper, Wind Driven Optimization (WDO) technique is proposed as the new method for identifying the parameters of solar PV. The accuracy and convergence time of the proposed method is compared with results of Pattern Search (PS), Genetic Algorithm (GA), and Simulated Annealing (SA) for single diode and double diode models of solar PV. Furthermore, for performance validation, the parameters obtained through WDO are compared with hybrid Bee Pollinator Flower Pollination Algorithm (BPFPA), Flower Pollination Algorithm (FPA), Generalized Oppositional Teaching Learning Based Optimization (GOTLBO), Artificial Bee Swarm Optimization (ABSO), and Harmony Search (HS). The obtained results clearly reveal that WDO algorithm can provide accurate optimized values with less number of iterations at different environmental conditions. Therefore, the WDO can be recommended as the best optimization algorithm for parameter estimation of solar PV

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

Linear and nonlinear filtering in mathematical finance: a review

Copyright @ The Authors 2010This paper presents a review of time series filtering and its applications in mathematical finance. A summary of results of recent empirical studies with market data are presented for yield curve modelling and stochastic volatility modelling. The paper also outlines different approaches to filtering of nonlinear time series