Guaranteed parameter estimation in nonlinear dynamic systems using improved bounding techniques

Abstract

This paper is concerned with guaranteed parameter estimation in nonlinear dynamic systems in a context of bounded measurement error. The problem consists of finding - or approximating as closely as possible - the set of all possible parameter values such that the predicted outputs match the corresponding measurements within prescribed error bounds. An exhaustive search procedure is applied, whereby the parameter set is successively partitioned into smaller boxes and exclusion tests are performed to eliminate some of these boxes, until a prespecified threshold on the approximation level is met. Exclusion tests rely on the ability to bound the solution set of the dynamic system for a given parameter subset and the tightness of these bounds is therefore paramount. Equally important is the time required to compute the bounds, thereby defining a trade-off. It is the objective of this paper to investigate this trade-off by comparing various bounding techniques based on interval arithmetic, Taylor model arithmetic and ellipsoidal calculus. When applied to a simple case study, ellipsoidal and Taylor model approaches are found to reduce the number of iterations significantly compared to interval analysis, yet the overall computational time is only reduced for tight approximation levels due to the computational overhead. © 2013 EUCA