14th IFAC Symposium on System Identification, SYSID 2006

SYSID-2006 Paper Abstract

Close

Paper ThB3.2

Kieffer, Michel (CNRS - Supélec - Univ. Paris-Sud, XI), Walter, Eric (CNRS - Supélec - Univ. Paris-Sud, XI), Simeonov, Ivan (Bulgarian Acad. of Sciences)

Guaranteed Nonlinear Parameter Estimation for Continuous-Time Dynamical Models

Scheduled for presentation during the Regular Session "Identification of Continuous Time Systems" (ThB3), Thursday, March 30, 2006, 15:50−16:10, Hunter Room

14th IFAC Symposium on System Identification, March 29 - 31, 2006, Newcastle, Australia

This information is tentative and subject to change. Compiled on July 22, 2018

Keywords Bounded Error Identification, Continuous Time System Estimation, Biological Systems

Abstract

This paper is about parameter estimation for models described by a continuous-time state equation from discrete-time measurements. Guaranteed solutions to this problem are proposed in probabilistic and bounded-error contexts, based on Müller's theorems and interval analysis. In a probabilistic context where parameter estimation boils down to parameter optimization, this makes it possible to characterize the set of all globally optimal parameter vectors. In a bounded-error context, this allows the characterization of the set of all parameter vectors that are consistent with the error bounds, measurements and model structure. The resulting methodology is illustrated on a simulated example of anaerobic fermentation process.