Optimal initial state for fast parameter estimation in nonlinear dynamical systems

Abstract

Background and objectiveThis paper deals with the improvement of parameter estimation in terms of precision and computational time for dynamical models in a bounded error context. MethodsTo improve parameter estimation, an optimal initial state design is proposed combined with a contractor. This contractor is based on a volumetric criterion and an original condition initializing this contractor is given. Based on a sensitivity analysis, our optimal initial state design methodology consists in searching the minimum value of a proposed criterion for the interested parameters. In our framework, the uncertainty (on measurement noise and parameters) is supposed unknown but belongs to known bounded intervals. Thus guaranteed state and sensitivity estimation have been considered. An elementary effect analysis on the number of sampling times is also implemented to achieve the fast and guaranteed parameter estimation. ResultsThe whole procedure is applied to a pharmacokinetics model and simulation results are given. ConclusionsThe good improvement of parameter estimation in terms of computational time and precision for the case study highlights the potential of the proposed methodology.