Trajectory Synthesis for Fisher Information Maximization

Estimation of model parameters in a dynamic system can be significantly improved with the choice of experimental trajectory. For general, nonlinear dynamic systems, finding globally "best" trajectories is typically not feasible; however, given an initial estimate of the model parameters and an initial trajectory, we present a continuous-time optimization method that produces a locally optimal trajectory for parameter estimation in the presence of measurement noise. The optimization algorithm is formulated to find system trajectories that improve a norm on the Fisher information matrix. A double-pendulum cart apparatus is used to numerically and experimentally validate this technique. In simulation, the optimized trajectory increases the minimum eigenvalue of the Fisher information matrix by three orders of magnitude compared to the initial trajectory. Experimental results show that this optimized trajectory translates to an order of magnitude improvement in the parameter estimate error in practice.Comment: 12 page

Joint state-parameter estimation of a nonlinear stochastic energy balance model from sparse noisy data

While nonlinear stochastic partial differential equations arise naturally in spatiotemporal modeling, inference for such systems often faces two major challenges: sparse noisy data and ill-posedness of the inverse problem of parameter estimation. To overcome the challenges, we introduce a strongly regularized posterior by normalizing the likelihood and by imposing physical constraints through priors of the parameters and states. We investigate joint parameter-state estimation by the regularized posterior in a physically motivated nonlinear stochastic energy balance model (SEBM) for paleoclimate reconstruction. The high-dimensional posterior is sampled by a particle Gibbs sampler that combines MCMC with an optimal particle filter exploiting the structure of the SEBM. In tests using either Gaussian or uniform priors based on the physical range of parameters, the regularized posteriors overcome the ill-posedness and lead to samples within physical ranges, quantifying the uncertainty in estimation. Due to the ill-posedness and the regularization, the posterior of parameters presents a relatively large uncertainty, and consequently, the maximum of the posterior, which is the minimizer in a variational approach, can have a large variation. In contrast, the posterior of states generally concentrates near the truth, substantially filtering out observation noise and reducing uncertainty in the unconstrained SEBM

Least Squares Shadowing sensitivity analysis of chaotic limit cycle oscillations

The adjoint method, among other sensitivity analysis methods, can fail in chaotic dynamical systems. The result from these methods can be too large, often by orders of magnitude, when the result is the derivative of a long time averaged quantity. This failure is known to be caused by ill-conditioned initial value problems. This paper overcomes this failure by replacing the initial value problem with the well-conditioned "least squares shadowing (LSS) problem". The LSS problem is then linearized in our sensitivity analysis algorithm, which computes a derivative that converges to the derivative of the infinitely long time average. We demonstrate our algorithm in several dynamical systems exhibiting both periodic and chaotic oscillations.Comment: submitted to JCP in revised for

Parameter estimation in kinetic reaction models using nonlinear observers facilitated by model extensions

An essential part of mathematical modelling is the accurate and reliable estimation of model parameters. In biology, the required parameters are particularly difficult to measure due to either shortcomings of the measurement technology or a lack of direct measurements. In both cases, parameters must be estimated from indirect measurements, usually in the form of time-series data. Here, we present a novel approach for parameter estimation that is particularly tailored to biological models consisting of nonlinear ordinary differential equations. By assuming specific types of nonlinearities common in biology, resulting from generalised mass action, Hill kinetics and products thereof, we can take a three step approach: (1) transform the identification into an observer problem using a suitable model extension that decouples the estimation of non-measured states from the parameters; (2) reconstruct all extended states using suitable nonlinear observers; (3) estimate the parameters using the reconstructed states. The actual estimation of the parameters is based on the intrinsic dependencies of the extended states arising from the definitions of the extended variables. An important advantage of the proposed method is that it allows to identify suitable measurements and/or model structures for which the parameters can be estimated. Furthermore, the proposed identification approach is generally applicable to models of metabolic networks, signal transduction and gene regulation

Sampling-based Motion Planning for Active Multirotor System Identification

This paper reports on an algorithm for planning trajectories that allow a multirotor micro aerial vehicle (MAV) to quickly identify a set of unknown parameters. In many problems like self calibration or model parameter identification some states are only observable under a specific motion. These motions are often hard to find, especially for inexperienced users. Therefore, we consider system model identification in an active setting, where the vehicle autonomously decides what actions to take in order to quickly identify the model. Our algorithm approximates the belief dynamics of the system around a candidate trajectory using an extended Kalman filter (EKF). It uses sampling-based motion planning to explore the space of possible beliefs and find a maximally informative trajectory within a user-defined budget. We validate our method in simulation and on a real system showing the feasibility and repeatability of the proposed approach. Our planner creates trajectories which reduce model parameter convergence time and uncertainty by a factor of four.Comment: Published at ICRA 2017. Video available at https://www.youtube.com/watch?v=xtqrWbgep5