Design techniques of a computer program for the identification of processes and the simulation of water quality in aquatic systems

In order to support environmental scientists in finding an “adequate” model for the system they are investigating, a computer program is necessary that allows its users to perform simulations for different models, to assess the identifiability and to estimate the values of model parameters (using measured data), and to estimate prediction uncertainty. These requirements, especially that of providing much freedom in model formulation, are difficult to realize in such a program. In this paper, it is shown how object-oriented program design techniques were employed to facilitate the realization of an identification and simulation program for aquatic systems (AQUASIM) that is very flexible with regard to model formulation and that provides methods of sensitivity analysis, parameter estimation and uncertainty analysis in addition to simulation. It is the goal of this paper to encourage developers of environmental software to revise previously used program structures and to employ modern program design techniques.     

Identifiability analysis for receiving water body quality modelling

In urban drainage, new computational possibilities have supported the development of new integrated approaches aimed at joint water quantity and quality analysis of the whole urban drainage system. Although the benefit of an integrated approach has been widely demonstrated, to date, several aspects prevent its applicability such as scarce availability of field data if compared with model complexity. These aspects sometimes prevent the correct estimation of parameters thus leading to large uncertainty in modelling response. This is a typical parameter identifiability problem that is discussed in the present paper evaluating the effect of identifiability procedures in increasing operator confidence in modelling results. The methodology presented has been applied to a home-made integrated urban drainage model that has been calibrated/validated considering field data collected in the Savena experimental catchment (Bologna, Italy). The results demonstrate the effectiveness of the identifiability analysis in obtaining a tool for urban integrated modelling applications and field data gathering campaigns.     

Estimating the uncertainty of modeled carbon sequestration: The GreenCert™ system

The GreenCert? system was developed to help farm and ranch owners to quantify, standardize, pool and market CO₂ emissions offset (sequestration) credits derived from improved rangeland or cropland management. It combines a user-friendly interface with the CENTURY biogeochemical model, a GIS database of soil and climate parameters, and a Monte Carlo-based uncertainty estimation methodology. This paper focuses on uncertainty treatment, discussing sources of error, parameter distributions, and the Monte Carlo randomization approach, culminating in a sensitivity analysis of model parameters.Idealized crop and grazing scenarios were used to evaluate the uncertainty of modeled soil organic carbon stocks and stock changes stemming from variability in site and management parameters. Normalized sensitivity coefficients and an integrated index for relative sensitivity of the model to the ensemble of the tested variables indicate that environmental factors are the most important in determining the actual size of the soil carbon stock, but that management is a much more important determinant of short- to medium-term carbon fluxes. GreenCert? uses the patented C-LOCK^® approach to efficiently limit uncertainty in the most critical phase of the modelling process by maximizing the use of available management information, and quantifies the remaining uncertainty in an unbiased fashion using Monte Carlo parameter randomization.     

Identification and estimation of discrete state-vector models with stochastic inputs

The study deals with the identification and estimation of the unknown parameters of an ‘extended’ state-vector model, in which stochastic input variables are treated as ‘state’-variables and the observed input-values as ‘output’-values of the model.A parameter identifiability criterion, based on Fisher's information matrix, is applied to the model and a general ML-estimation procedure is given. If a certain restriction on the covariance-matrix of the state-vector is placed, the ML-procedure simplifies and coincides with an operational method, called the Lisrel procedure. This procedure provides also a test for parameter identifiability.     

Fault detection and identification relying on set-membership identifiability

Identifiability is the property that a mathematical model must satisfy to guarantee an unambiguous mapping between its parameters and the output trajectories. It is of prime importance when parameters must be estimated from experimental data representing input–output behavior and clearly when parameter estimation is used for fault detection and identification. Definitions of identifiability and methods for checking this property for linear and nonlinear systems are now well established and, interestingly, some scarce works (Braems et al., 2001, Jauberthie et al., 2011) have provided identifiability definitions and numerical tests in a bounded-error context. This paper resumes and better formalizes the two complementary definitions of set-membership identifiability and μ-set-membership identifiability of Jauberthie et al. (2011) and presents a method applicable to nonlinear systems for checking them. This method is based on differential algebra and makes use of relations linking the observations, the inputs and the unknown parameters of the system. Using these results, a method for fault detection and identification is proposed. The relations mentioned above are used to estimate the uncertain parameters of the model. By building the parameter estimation scheme on the analysis of identifiability, the solution set is guaranteed to reduce to one connected set, avoiding this way the pessimism of classical set-membership estimation methods. Fault detection and identification are performed at once by checking the estimated values against the parameter nominal ranges. The method is illustrated with an example describing the capacity of a macrophage mannose receptor to endocytose a specific soluble macromolecule.     

Local identifiability and sensitivity analysis of neuromuscular blockade and depth of hypnosis models

This paper addresses the local identifiability and sensitivity properties of two classes of Wiener models for the neuromuscular blockade and depth of hypnosis, when drug dose profiles like the ones commonly administered in the clinical practice are used as model inputs. The local parameter identifiability was assessed based on the singular value decomposition of the normalized sensitivity matrix. For the given input signal excitation, the results show an over-parameterization of the standard pharmacokinetic/pharmacodynamic models. The same identifiability assessment was performed on recently proposed minimally parameterized parsimonious models for both the neuromuscular blockade and the depth of hypnosis. The results show that the majority of the model parameters are identifiable from the available input–output data. This indicates that any identification strategy based on the minimally parameterized parsimonious Wiener models for the neuromuscular blockade and for the depth of hypnosis is likely to be more successful than if standard models are used.     

Structural identifiability and indistinguishability analyses of the Minimal Model and a Euglycemic Hyperinsulinemic Clamp model for glucose-insulin dynamics

Many mathematical models have been developed to describe glucose-insulin kinetics as a means of analysing the effective control of diabetes. This paper concentrates on the structural identifiability analysis of certain well-established mathematical models that have been developed to characterise glucose-insulin kinetics under different experimental scenarios. Such analysis is a pre-requisite to experiment design and parameter estimation and is applied for the first time to these models with the specific structures considered. The analysis is applied to a basic (original) form of the Minimal Model (MM) using the Taylor Series approach and a now well-accepted extended form of the MM by application of the Taylor Series approach and a form of the Similarity Transformation approach. Due to the established inappropriate nature of the MM with regard to glucose clamping experiments an alternative model describing the glucose-insulin dynamics during a Euglycemic Hyperinsulinemic Clamp (EIC) experiment was considered. Structural identifiability analysis of the EIC model is also performed using the Taylor Series approach and shows that, with glucose infusion as input alone, the model is structurally globally identifiable. Additional analysis demonstrates that the two different model forms are structurally distinguishable for observation of both glucose and insulin.     

Identification and Identifiability of Unknown Parameters in Multibody Dynamic Systems

Assessing design changes in mechanical systems from simulationresults requires both accurate dynamic models and accurate values forparameters in the models. Model parameters are often unavailable ordifficult to measure. This study details an identification procedure fordetermining optimal values for unknown or estimated model parametersfrom experimental test data. The resulting optimization problem issolved by Levenberg–Marquardt methods. Partial derivative matricesneeded for the optimization are computed through sensitivity analysis.The sensitivity equations to be solved are generated analytically.Unfortunately, not all parameters can be uniquely determined using anidentification procedure. An issue of parameter identifiability remains.Since a global identifiability test is impractical for even the simplestmodels, a local identifiability test is developed. Two examples areprovided. The first example highlights the test for parameteridentifiability, while the second shows the usefulness of parameteridentification by determining vehicle suspension parameters fromexperimentally measured data.     

Parameter uncertainty and temporal dynamics of sensitivity for hydrologic models: A hybrid sequential data assimilation and probabilistic collocation method

In this study, a hybrid sequential data assimilation and probabilistic collocation (HSDAPC) approach is proposed for analyzing uncertainty propagation and parameter sensitivity of hydrologic models. In HSDAPC, the posterior probability distributions of model parameters are first estimated through a particle filter method based on streamflow discharge data. A probabilistic collocation method (PCM) is further employed to show uncertainty propagation from model parameters to model outputs. The temporal dynamics of parameter sensitivities are then generated based on the polynomial chaos expansion (PCE) generated by PCM, which can reveal the dominant model components for different catchment conditions. The maximal information coefficient (MIC) is finally employed to characterize the correlation/association between model parameter sensitivity and catchment precipitation, potential evapotranspiration and observed discharge. The proposed method is applied to the Xiangxi River located in the Three Gorges Reservoir area. The results show that: (i) the proposed HSDAPC approach can generate effective 2nd and 3rd PCE models which provide accuracy predictions; (ii) 2^nd-order PCE, which can run nearly ten time faster than the hydrologic model, can capably represent the original hydrological model to show the uncertainty propagation in a hydrologic simulation; (iii) the slow (R_s) and quick flows (R_q) in Hymod show significant sensitivities during the simulation periods but the distribution factor (α) shows a least sensitivity to model performance; (iv) the model parameter sensitivities show significant correlation with the catchment hydro-meteorological conditions, especially during the rainy period with MIC values larger than 0.5. Overall, the results in this paper indicate that uncertainty propagation and temporal sensitivities of parameters can be effectively characterized through the proposed HSDAPC approach.     

Multivariate approach to the thermal challenge problem

This paper presents an engineering approach to the thermal challenge problem defined by Dowding et al. (this issue). This approach to model validation is based on a multivariate validation metric that accounts for model parameter uncertainty and correlation between multiple measurement/prediction differences. The effect of model parameter uncertainty is accounted for through first-order sensitivity analysis for the ensemble/validation tests, and first-order sensitivity analysis and Monte-Carlo analysis for the regulatory prediction. While sensitivity based approaches are less computational expensive than Monte-Carlo approaches, they are less likely to capture the far tail behavior of even mildly nonlinear models.The application of the sensitivity based validation metric provided strong evidence that the tested model was not consistent with the experimental data. The use of a temperature dependent effective conductivity with the linear model resulted in model predictions that were consistent with the data. The correlation structure of the model was used to pool the prediction/measurement differences to evaluate the corresponding cumulative density function (CDF). Both the experimental CDF and the predicted CDFs indicated that the regulatory criterion was not met.     

Statistical identifiability and convergence evaluation for nonlinear pharmacokinetic models with particle swarm optimization

The statistical identifiability of nonlinear pharmacokinetic (PK) models with the Michaelis–Menten (MM) kinetic equation is considered using a global optimization approach, which is particle swarm optimization (PSO). If a model is statistically non-identifiable, the conventional derivative-based estimation approach is often terminated earlier without converging, due to the singularity. To circumvent this difficulty, we develop a derivative-free global optimization algorithm by combining PSO with a derivative-free local optimization algorithm to improve the rate of convergence of PSO. We further propose an efficient approach to not only checking the convergence of estimation but also detecting the identifiability of nonlinear PK models. PK simulation studies demonstrate that the convergence and identifiability of the PK model can be detected efficiently through the proposed approach. The proposed approach is then applied to clinical PK data along with a two-compartmental model.     

Rapid algorithms for the construction of cerebral blood flow and oxygen utilization images with oxygen-15 and dynamic positron emission tomography

Two rapid estimation algorithms for construction of cerebral blood flow (CBF) and oxygen utilization (CMRO) images with dynamic positron emission tomography (PET) are presented. These algorithms are based on the linear least squares (LLS) and generalized linear least squares (GLLS) methodologies. Using the conventional two-compartmental model and multiple tracer studies, we derived a linear relationship for brain tissue activity to arterial blood activity, time-integrated arterial blood activity and time-integrated brain tissue activity. The LLS technique is computationally efficient as no regression analysis is required, while GLLS is used to refine the estimates obtained from LLS. A comparative study using non-linear least squares regression (NLS) revealed excellent correlation between the new algorithms for various noise levels expected in clinical applications. A sensitivity analysis was performed to examine reliability and identifiability of the parameter estimates. In view of the results, LLS and GLLS provide rapid and reliable estimates of CBF and CMRO when applied to dynamic PET data. These algorithms are particularly suitable for pixel-by-pixel construction of high resolution and highly accurate PET functional images.     

Nonlinear adaptive control system design with asymptotically stable parameter estimation error

The paper presents a new general method for nonlinear adaptive system design with asymptotic stability of the parameter estimation error. The advantages of the approach include asymptotic unknown parameter estimation without persistent excitation and capability to directly control the estimates transient response time. The method proposed modifies the basic parameter estimation dynamics designed via a known nonlinear adaptive control approach. The modification is based on the generalised prediction error, a priori constraints with a hierarchical parameter projection algorithm, and the stable data accumulation concepts. The data accumulation principle is the main tool for achieving asymptotic unknown parameter estimation. It relies on the parametric identifiability system property introduced. Necessary and sufficient conditions for exponential stability of the data accumulation dynamics are derived. The approach is applied in a nonlinear adaptive speed tracking vector control of a three-phase induction motor.     

Heterogeneous parallel computing accelerated generalized likelihood uncertainty estimation (GLUE) method for fast hydrological model uncertainty analysis purpose

The generalized likelihood uncertainty estimation (GLUE) is a famous and widely used sensitivity and uncertainty analysis method. It provides a new way to solve the “equifinality” problem encountered in the hydrological model parameter estimation. In this research, we focused on the computational efficiency issue of the GLUE method. Inspired by the emerging heterogeneous parallel computing technology, we parallelized the GLUE in algorithmic level and then implemented the parallel GLUE algorithm on a multi-core CPU and many-core GPU hybrid heterogeneous hardware system. The parallel GLUE was implemented using OpenMP and CUDA software ecosystems for multi-core CPU and many-core GPU systems, respectively. Application of the parallel GLUE for the Xinanjiang hydrological model parameter sensitivity analysis proved its much better computational efficiency than the traditional serial computing technology, and the correctness was also verified. The heterogeneous parallel computing accelerated GLUE method has very good application prospects for theoretical analysis and real-world applications.

     

Structural identifiability of linear compartmental systems

In biology and mathematics compartmental systems are frequently used. System identification of systems based on physical laws often involves parameter estimation. Before parameter estimation can take place, we have to examine whether the parameters are structurally identifiable. In this paper tests for the structural identifiability of linear compartmental systems are proposed. The method is based on the similarity transformation approach. New contributions in the theory are the conditions for structural identifiability of structured positive linear systems. In addition, structural identifiability from the Markov parameters is extended to structural identifiability from the input-output data, in which the initial condition is (partially) unknown and nonnegligible. Finally, conditions are presented for structural identifiability of a sampled continuous-time linear dynamic system     

Factors affecting the identifiability of compartmental models

The identifiability of compartmental models is analysed through a series of examples which have been used to describe physiological or pharmacokinetic processes. Emphasis is placed on aspects of experimental identifiability which have hitherto received little attention in identifiability analysis. It is shown that where a single-input, single-output experiment results in non-identifiability or local identifiability, it is often possible to improve the situation by measuring more responses or simultaneously perturbing more inputs. Identifiability is then shown usually to depend on whether the observation gains are known and on the shape of the inputs, when more than one is applied. The relative merits of the Laplace transform and normal mode methods of analysing identifiability are discussed and illustrated with a substantial example. The identifiability analysis of a nonlinear compartmental model, with state-dependent rate coefficients, is presented. It is shown that inclusion of a neglected (nonlinear) relationship can make a previously non-identifiable model uniquely identifiable.     

Identifiability analysis and parameter estimation of a single Hodgkin-Huxley type voltage dependent ion channel under voltage step measurement conditions

Identifiability analysis of a single Hodgkin-Huxley (HH) type voltage dependent ion channel model under voltage clamp circumstances is performed in order to decide if one can uniquely determine the model parameters from measured data in this simple case. It is shown that the two steady-state parameters (m_∞, h_∞) and the conductance (g) are not globally identifiable together using a single step voltage input. Moreover, no pair from these three parameters is identifiable. Based on the results of the identifiability analysis, a novel optimization-based identification method is proposed and demonstrated on in silico data. The proposed method is based on the decomposition of the parameter estimation problem into two parts using multiple voltage step traces. The results of the article are used to formulate explicit criteria for the design of voltage clamp protocols.     

Adaptive distributed parameter systems identification withenforceable identifiability conditions and reduced-order spatialdifferentiation

Presents the synthesis of adaptive identifiers for distributed parameter systems (DPS) with spatially varying parameters described by partial differential equations (PDEs) of parabolic, elliptic, and hyperbolic type. The features of the PDE setting are utilized to obtain the not directly intuitive parameter estimation algorithms that use spatial derivatives of the output data with the order reduced from that of the highest spatial plant derivative. The tunable identifier parameters are passed through the integrator block, which forms their orthogonal expansions. The latter are shown to be pointwise plant parameter estimates. In this regard, the approach of the paper is in the spirit of finite-dimensional observer realization in integrating rather than differentiating the output data, only applied to the spatial rather than temporal domain. The constructively enforceable identifiability conditions, formulated in terms of the sufficiently rich input signals referred to as generators of persistent excitation, are shown to guarantee the existence of a unique zero steady state for the parameter errors. Under such inputs, the tunable parameters in the adaptive identifiers proposed are shown to converge to plant parameters in L₂ and the orthogonal expansions of these tunable parameters-pointwise     

Assessing local structural identifiability for environmental models

The local structural identifiability problem is investigated for the general case and demonstrated for a well-known microbial degradation model that includes 13 unknown parameters and 3 additional states. We address the identifiability question using a novel algorithm that can be used for large models with many parameters to be identified. A key ingredient in the analysis is the application of a singular value decomposition of the normalized parametric output sensitivity matrix that is obtained through a simple model integration. The SVD results are further analysed and verified in a complementary symbolic computation. It is especially the swiftness and accuracy of the suggested method that we consider to be a substantial advantage in comparison to existing methods for a structural identifiability analysis. The method also opens, in a natural way, the analysis of (parametric) uncertainty in general, and this is demonstrated in more detail in the results section.     

Comments on "Practical difficulties in testing identifiability of linear structural models"

It is pointed out that the difficulties discussed in the above paper are not related to the problem of testing identifiability properties, but in evaluating parameter estimation accuracy. Some very simple but useful results are also shown related to the important problem of "regional identifiability" proposed in the above paper.