Parameter estimation and equation formulation in Business Dynamics

System Dynamics enables modelling and simulation of highly non-linear feedback systems to predict future system behaviour. Parameter estimation and equation formulation are techniques in System Dynamics, used to retrieve the values of parameters or the equations for ?ows and/or variables. These techniques are crucial for the annotations and thereafter the simulation. This paper critically examines existing and well established approaches in parameter estimation and equation formulation along with their limitations, identifying performance gaps as well as providing directions for potential future research.

Cavity-aided quantum parameter estimation in a bosonic double-well Josephson junction

We describe an apparatus designed to make non-demolition measurements on a Bose-Einstein condensate (BEC) trapped in a double-well optical cavity. This apparatus contains, as well as the bosonic gas and the trap, an optical cavity. We show how the interaction between the light and the atoms, under appropriate conditions, can allow for a weakly disturbing yet highly precise measurement of the population imbalance between the two wells and its variance. We show that the setting is well suited for the implementation of quantum-limited estimation strategies for the inference of the key parameters defining the evolution of the atomic system and based on measurements performed on the cavity field. This would enable {\it de facto} Hamiltonian diagnosis via a highly controllable quantum probe.

A biogeography-based optimization algorithm with mutation strategies for model parameter estimation of solar and fuel cells

Mathematical models are useful tools for simulation, evaluation, optimal operation and control of solar cells and proton exchange membrane fuel cells (PEMFCs). To identify the model parameters of these two type of cells efficiently, a biogeography-based optimization algorithm with mutation strategies (BBO-M) is proposed. The BBO-M uses the structure of biogeography-based optimization algorithm (BBO), and both the mutation motivated from the differential evolution (DE) algorithm and the chaos theory are incorporated into the BBO structure for improving the global searching capability of the algorithm. Numerical experiments have been conducted on ten benchmark functions with 50 dimensions, and the results show that BBO-M can produce solutions of high quality and has fast convergence rate. Then, the proposed BBO-M is applied to the model parameter estimation of the two type of cells. The experimental results clearly demonstrate the power of the proposed BBO-M in estimating model parameters of both solar and fuel cells.

Real-time parameter estimation of dynamic temperature and humidity models for greenhouse adaptive climate control

A real-time parameter estimator for the climate discrete-time dynamic models of a greenhouse located at the North of Portugal are presented. The experiments showed that the second order models identified for the air temperature and humidity achieve a close agreement between simulated and experimantal data.

Real-time parameter estimation of dynamic temperature models for greenhouse environmental control

For a greenhouse located at UTAD-University, the methods used to estimate in real-time the parameters of the inside air temperature model will be described. The structure and the parameters of the climate discrete-time dynamic model were previously identified using data acquired during two different periods of the year.

Parameter Estimation in Minification Processes

In this article it is proved that the stationary Markov sequences generated by minification models are ergodic and uniformly mixing. These results are used to establish the optimal properties of estimators for the parameters in the model. The problem of estimating the parameters in the exponential minification model is discussed in detail.

Parameter Estimation in Chaotic Systems

This report examines how to estimate the parameters of a chaotic system given noisy observations of the state behavior of the system. Investigating parameter estimation for chaotic systems is interesting because of possible applications for high-precision measurement and for use in other signal processing, communication, and control applications involving chaotic systems. In this report, we examine theoretical issues regarding parameter estimation in chaotic systems and develop an efficient algorithm to perform parameter estimation. We discover two properties that are helpful for performing parameter estimation on non-structurally stable systems. First, it turns out that most data in a time series of state observations contribute very little information about the underlying parameters of a system, while a few sections of data may be extraordinarily sensitive to parameter changes. Second, for one-parameter families of systems, we demonstrate that there is often a preferred direction in parameter space governing how easily trajectories of one system can "shadow'" trajectories of nearby systems. This asymmetry of shadowing behavior in parameter space is proved for certain families of maps of the interval. Numerical evidence indicates that similar results may be true for a wide variety of other systems. Using the two properties cited above, we devise an algorithm for performing parameter estimation. Standard parameter estimation techniques such as the extended Kalman filter perform poorly on chaotic systems because of divergence problems. The proposed algorithm achieves accuracies several orders of magnitude better than the Kalman filter and has good convergence properties for large data sets.

Certified Rapid Solution of Parametrized Linear Elliptic Equations: Application to Parameter Estimation

We present a technique for the rapid and reliable evaluation of linear-functional output of elliptic partial differential equations with affine parameter dependence. The essential components are (i) rapidly uniformly convergent reduced-basis approximations — Galerkin projection onto a space WN spanned by solutions of the governing partial differential equation at N (optimally) selected points in parameter space; (ii) a posteriori error estimation — relaxations of the residual equation that provide inexpensive yet sharp and rigorous bounds for the error in the outputs; and (iii) offline/online computational procedures — stratagems that exploit affine parameter dependence to de-couple the generation and projection stages of the approximation process. The operation count for the online stage — in which, given a new parameter value, we calculate the output and associated error bound — depends only on N (typically small) and the parametric complexity of the problem. The method is thus ideally suited to the many-query and real-time contexts. In this paper, based on the technique we develop a robust inverse computational method for very fast solution of inverse problems characterized by parametrized partial differential equations. The essential ideas are in three-fold: first, we apply the technique to the forward problem for the rapid certified evaluation of PDE input-output relations and associated rigorous error bounds; second, we incorporate the reduced-basis approximation and error bounds into the inverse problem formulation; and third, rather than regularize the goodness-of-fit objective, we may instead identify all (or almost all, in the probabilistic sense) system configurations consistent with the available experimental data — well-posedness is reflected in a bounded "possibility region" that furthermore shrinks as the experimental error is decreased.

Variational data assimilation for parameter estimation: application to a simple morphodynamic model

Data assimilation is a sophisticated mathematical technique for combining observational data with model predictions to produce state and parameter estimates that most accurately approximate the current and future states of the true system. The technique is commonly used in atmospheric and oceanic modelling, combining empirical observations with model predictions to produce more accurate and well-calibrated forecasts. Here, we consider a novel application within a coastal environment and describe how the method can also be used to deliver improved estimates of uncertain morphodynamic model parameters. This is achieved using a technique known as state augmentation. Earlier applications of state augmentation have typically employed the 4D-Var, Kalman filter or ensemble Kalman filter assimilation schemes. Our new method is based on a computationally inexpensive 3D-Var scheme, where the specification of the error covariance matrices is crucial for success. A simple 1D model of bed-form propagation is used to demonstrate the method. The scheme is capable of recovering near-perfect parameter values and, therefore, improves the capability of our model to predict future bathymetry. Such positive results suggest the potential for application to more complex morphodynamic models.

Parameter estimation using a particle method: inferring mixing coefficients from sea level observations

This paper presents a first attempt to estimate mixing parameters from sea level observations using a particle method based on importance sampling. The method is applied to an ensemble of 128 members of model simulations with a global ocean general circulation model of high complexity. Idealized twin experiments demonstrate that the method is able to accurately reconstruct mixing parameters from an observed mean sea level field when mixing is assumed to be spatially homogeneous. An experiment with inhomogeneous eddy coefficients fails because of the limited ensemble size. This is overcome by the introduction of local weighting, which is able to capture spatial variations in mixing qualitatively. As the sensitivity of sea level for variations in mixing is higher for low values of mixing coefficients, the method works relatively well in regions of low eddy activity.