A novel approach to robust parameter estimation using neurofuzzy systems

A novel approach for solving robust parameter estimation problems is presented for processes with unknown-but-bounded errors and uncertainties. An artificial neural network is developed to calculate a membership set for model parameters. Techniques of fuzzy logic control lead the network to its equilibrium points. Simulated examples are presented as an illustration of the proposed technique. The result represent a significant improvement over previously proposed methods. (C) 1999 IMACS/Elsevier B.V. B.V. All rights reserved.

A neural network approach for robust nonlinear parameter estimation in presence of unknown-but-bounded errors

Systems based on artificial neural networks have high computational rates due to the use of a massive number of simple processing elements and the high degree of connectivity between these elements. This paper presents a novel approach to solve robust parameter estimation problem for nonlinear model with unknown-but-bounded errors and uncertainties. More specifically, a modified Hopfield network is developed and its internal parameters are computed using the valid-subspace technique. These parameters guarantee the network convergence to the equilibrium points. A solution for the robust estimation problem with unknown-but-bounded error corresponds to an equilibrium point of the network. Simulation results are presented as an illustration of the proposed approach. Copyright (C) 2000 IFAC.

Online hidden Markov model parameter estimation and minimax robust quickest change detection in uncertain stochastic processes

Stochastic (or random) processes are inherent to numerous fields of human endeavour including engineering, science, and business and finance. This thesis presents multiple novel methods for quickly detecting and estimating uncertainties in several important classes of stochastic processes. The significance of these novel methods is demonstrated by employing them to detect aircraft manoeuvres in video signals in the important application of autonomous mid-air collision avoidance.

Parameter estimation of thrust models of uninhabited airborne systems

This paper presents a method for the estimation of thrust model parameters of uninhabited airborne systems using specific flight tests. Particular tests are proposed to simplify the estimation. The proposed estimation method is based on three steps. The first step uses a regression model in which the thrust is assumed constant. This allows us to obtain biased initial estimates of the aerodynamic coeficients of the surge model. In the second step, a robust nonlinear state estimator is implemented using the initial parameter estimates, and the model is augmented by considering the thrust as random walk. In the third step, the estimate of the thrust obtained by the observer is used to fit a polynomial model in terms of the propeller advanced ratio. We consider a numerical example based on Monte-Carlo simulations to quantify the sampling properties of the proposed estimator given realistic flight conditions.

Swarm intelligence-based solver for parameter estimation of laboratory through-diffusion transport of contaminants

Theoretical approaches are of fundamental importance to predict the potential impact of waste disposal facilities on ground water contamination. Appropriate design parameters are generally estimated be fitting theoretical models to data gathered from field monitoring or laboratory experiments. Transient through-diffusion tests are generally conducted in the laboratory to estimate the mass transport parameters of the proposed barrier material. Thes parameters are usually estimated either by approximate eye-fitting calibration or by combining the solution of the direct problem with any available gradient-based techniques. In this work, an automated, gradient-free solver is developed to estimate the mass transport parameters of a transient through-diffusion model. The proposed inverse model uses a particle swarm optimization (PSO) algorithm that is based on the social behavior of animals searching for food sources. The finite difference numerical solution of the forward model is integrated with the PSO algorithm to solve the inverse problem of parameter estimation. The working principle of the new solver is demonstrated and mass transport parameters are estimated from laboratory through-diffusion experimental data. An inverse model based on the standard gradient-based technique is formulated to compare with the proposed solver. A detailed comparative study is carried out between conventional methods and the proposed solver. The present automated technique is found to be very efficient and robust. The mass transport parameters are obtained with great precision.

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.

Robust pose estimation for a car-like vehicle

In this paper, we outline the sensing system used for the visual pose control of our experimental car-like vehicle, the autonomous tractor. The sensing system consists of a magnetic compass, an omnidirectional camera and a low-resolution odometry system. In this work, information from these sensors is fused using complementary filters. Complementary filters provide a means of fusing information from sensors with different characteristics in order to produce a more reliable estimate of the desired variable. Here, the range and bearing of landmarks observed by the vision system are fused with odometry information and a vehicle model, providing a more reliable estimate of these states. We also present a method of combining a compass sensor with odometry and a vehicle model to improve the heading estimate.

Modal parameter estimation in the presence of non-linearities

This paper investigates the use of time-frequency techniques to assist in the estimation of power system modes which are resolvable by a Digital Fourier Transform (DFT). The limitations of linear estimation techniques in the presence of large disturbances which excite system non-linearities, particularly the swing equation non-linearity are shown. Where a nonlinearity manifests itself as time varying modal frequencies the Wigner-Ville Distribution (WVD) is used to describe the variation in modal frequencies and construct a window over which standard linear estimation techniques can be used. The error obtained even in the presence of multiple resolvable modes is better than 2%.

Some novel techniques of parameter estimation for the dynamical models in biological systems

Inverse problems based on using experimental data to estimate unknown parameters of a system often arise in biological and chaotic systems. In this paper, we consider parameter estimation in systems biology involving linear and non-linear complex dynamical models, including the Michaelis–Menten enzyme kinetic system, a dynamical model of competence induction in Bacillus subtilis bacteria and a model of feedback bypass in B. subtilis bacteria. We propose some novel techniques for inverse problems. Firstly, we establish an approximation of a non-linear differential algebraic equation that corresponds to the given biological systems. Secondly, we use the Picard contraction mapping, collage methods and numerical integration techniques to convert the parameter estimation into a minimization problem of the parameters. We propose two optimization techniques: a grid approximation method and a modified hybrid Nelder–Mead simplex search and particle swarm optimization (MH-NMSS-PSO) for non-linear parameter estimation. The two techniques are used for parameter estimation in a model of competence induction in B. subtilis bacteria with noisy data. The MH-NMSS-PSO scheme is applied to a dynamical model of competence induction in B. subtilis bacteria based on experimental data and the model for feedback bypass. Numerical results demonstrate the effectiveness of our approach.

Parameter estimation for a phenomenological model of the cardiac action potential

The action potential (ap) of a cardiac cell is made up of a complex balance of ionic currents which flow across the cell membrane in response to electrical excitation of the cell. Biophysically detailed mathematical models of the ap have grown larger in terms of the variables and parameters required to model new findings in subcellular ionic mechanisms. The fitting of parameters to such models has seen a large degree of parameter and module re-use from earlier models. An alternative method for modelling electrically exciteable cardiac tissue is a phenomenological model, which reconstructs tissue level ap wave behaviour without subcellular details. A new parameter estimation technique to fit the morphology of the ap in a four variable phenomenological model is presented. An approximation of a nonlinear ordinary differential equation model is established that corresponds to the given phenomenological model of the cardiac ap. The parameter estimation problem is converted into a minimisation problem for the unknown parameters. A modified hybrid Nelder–Mead simplex search and particle swarm optimization is then used to solve the minimisation problem for the unknown parameters. The successful fitting of data generated from a well known biophysically detailed model is demonstrated. A successful fit to an experimental ap recording that contains both noise and experimental artefacts is also produced. The parameter estimation method’s ability to fit a complex morphology to a model with substantially more parameters than previously used is established.

Consistent HMM parameter estimation using Kerridge inaccuracy rates

In this paper, we propose a novel online hidden Markov model (HMM) parameter estimator based on Kerridge inaccuracy rate (KIR) concepts. Under mild identifiability conditions, we prove that our online KIR-based estimator is strongly consistent. In simulation studies, we illustrate the convergence behaviour of our proposed online KIR-based estimator and provide a counter-example illustrating the local convergence properties of the well known recursive maximum likelihood estimator (arguably the best existing solution).

Parameter estimation of structural commodity price models

Commodity price modeling is normally approached in terms of structural time-series models, in which the different components (states) have a financial interpretation. The parameters of these models can be estimated using maximum likelihood. This approach results in a non-linear parameter estimation problem and thus a key issue is how to obtain reliable initial estimates. In this paper, we focus on the initial parameter estimation problem for the Schwartz-Smith two-factor model commonly used in asset valuation. We propose the use of a two-step method. The first step considers a univariate model based only on the spot price and uses a transfer function model to obtain initial estimates of the fundamental parameters. The second step uses the estimates obtained in the first step to initialize a re-parameterized state-space-innovations based estimator, which includes information related to future prices. The second step refines the estimates obtained in the first step and also gives estimates of the remaining parameters in the model. This paper is part tutorial in nature and gives an introduction to aspects of commodity price modeling and the associated parameter estimation problem.