Estimating and quantifying uncertainty in unknown system parameters from limited data remains a challenging inverse problem in a variety of real-world applications. While many approaches focus on estimating constant parameters, a subset of these problems includes time-varying parameters with unknown evolution models that often cannot be directly observed. This work develops a systematic particle filtering approach that reframes the idea behind artificial parameter evolution to estimate time-varying parameters in nonstationary inverse problems arising from deterministic dynamical systems. Focusing on systems modeled by ordinary differential equations, we present two particle filter algorithms for time-varying parameter estimation: one that relies on a fixed value for the noise variance of a parameter random walk; another that employs online estimation of the parameter evolution noise variance along with the time-varying parameter of interest. Several computed examples demonstrate the capability of the proposed algorithms in estimating time-varying parameters with different underlying functional forms and different relationships with the system states (i.e. additive vs. multiplicative).
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Exploring the effects of uncertainty in parameter tracking estimates for the time-varying external voltage parameter in the FitzHugh-Nagumo model
This study explores how uncertainty in time-varying parameter estimates obtained using nonlinear filtering algorithms with parameter tracking affects corresponding model output predictions. Results are demonstrated on a numerical example estimating the time-varying external voltage parameter in the FitzHugh-Nagumo system for modeling the spiking dynamics of neurons.
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- Award ID(s):
- 1819203
- PAR ID:
- 10101018
- Date Published:
- Journal Name:
- International Conference on Computational & Mathematical Biomedical Engineering
- Volume:
- 2
- ISSN:
- 2227-9385
- Page Range / eLocation ID:
- 512-515
- Format(s):
- Medium: X
- Sponsoring Org:
- National Science Foundation
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