New sensitivity-based methods are developed for determining identifiability and observability of nonsmooth input-output systems. More specifically, lexicographic derivatives are used to construct nonsmooth sensitivity rank condition (SERC) tests, which we call lexicographic SERC (L-SERC) tests. The introduced L-SERC tests are practically implementable, accurate, and analogous to (and indeed recover) their smooth counterparts. To accomplish this, a novel first-order Taylor-like approximation theory is developed to directly treat nonsmooth (i.e., continuous but nondifferentiable) functions. An L-SERC algorithm is proposed that determines partial structural identifiability or observability, which are useful characterizations in the nonsmooth setting. Lastly, the theory is illustrated through an application in climate modeling.
more »
« less
Parameter Identifiability and Reduction for Smooth and Nonsmooth Differential-Algebraic Equation Systems
We extend the sensitivity rank condition (SERC), which tests for identifiability of smooth input-output systems, to a broader class of systems. Particularly, we build on our recently developed lexicographic SERC (L-SERC) theory and methods to achieve an identifiability test for differential-algebraic equation (DAE) systems for the first time, including nonsmooth systems. Additionally, we develop a method to determine the identifiable and non-identifiable parameter sets. We show how this new theory can be used to establish a (non-local) parameter reduction procedure and we show how parameter estimation problems can be solved. We apply the new methods to problems in wind turbine power systems and glucose-insulin kinetics.
more »
« less
- PAR ID:
- 10582562
- Publisher / Repository:
- Institute of Electrical and Electronics Engineers Inc.
- Date Published:
- Journal Name:
- IEEE Control Systems Letters
- Volume:
- 8
- ISSN:
- 2475-1456
- Page Range / eLocation ID:
- 3159 to 3164
- Subject(s) / Keyword(s):
- Differential algebraic systems nonlinear systems identification hybrid systems.
- Format(s):
- Medium: X
- Sponsoring Org:
- National Science Foundation
More Like this
-
-
This paper describes a geometric approach to parameter identifiability analysis in models of power systems dynamics. When a model of a power system is to be compared with measurements taken at discrete times, it can be interpreted as a mapping from parameter space into a data or prediction space. Generically, model mappings can be interpreted as manifolds with dimensionality equal to the number of structurally identifiable parameters. Empirically it is observed that model mappings often correspond to bounded manifolds. We propose a new definition of practical identifiability based the topological definition of a manifold with boundary. In many ways, our proposed definition extends the properties of structural identifiability. We construct numerical approximations to geodesics on the model manifold and use the results, combined with insights derived from the mathematical form of the equations, to identify combinations of practically identifiable and unidentifiable parameters. We give several examples of application to dynamic power systems models.more » « less
-
The premise of identifiable and causal representation learning is to improve the current representation learning paradigm in terms of generalizability or robustness. Despite recent progress in questions of identifiability, more theoretical results demonstrating concrete advantages of these methods for downstream tasks are needed. In this paper, we consider the task of intervention extrapolation: predicting how interventions affect an outcome, even when those interventions are not observed at training time, and show that identifiable representations can provide an effective solution to this task even if the interventions affect the outcome non-linearly. Our setup includes an outcome variable Y , observed features X, which are generated as a non-linear transformation of latent features Z, and exogenous action variables A, which influence Z. The objective of intervention extrapolation is then to predict how interventions on A that lie outside the training support of A affect Y . Here, extrapolation becomes possible if the effect of A on Z is linear and the residual when regressing Z on A has full support. As Z is latent, we combine the task of intervention extrapolation with identifiable representation learning, which we call Rep4Ex: we aim to map the observed features X into a subspace that allows for non-linear extrapolation in A. We show that the hidden representation is identifiable up to an affine transformation in Z-space, which, we prove, is sufficient for intervention extrapolation. The identifiability is characterized by a novel constraint describing the linearity assumption of A on Z. Based on this insight, we propose a flexible method that enforces the linear invariance constraint and can be combined with any type of autoencoder. We validate our theoretical findings through a series of synthetic experiments and show that our approach can indeed succeed in predicting the effects of unseen interventions.more » « less
-
Differential equation models are crucial to scientific processes across many disciplines, and the values of model parameters are important for analyzing the behaviour of solutions. Identifying these values is known as a parameter estimation, a type of inverse problem, which has applications in areas that include industry, finance and biomedicine. A parameter is called globally identifiable if its value can be uniquely determined from the input and output functions. Checking the global identifiability of model parameters is a useful tool when exploring the well-posedness of a given model. This problem has been intensively studied for ordinary differential equation models, where theory, several efficient algorithms and software packages have been developed. A comprehensive theory for PDEs has hitherto not been developed due to the complexity of initial and boundary conditions. Here, we provide theory and algorithms, based on differential algebra, for testing identifiability of polynomial PDE models. We showcase this approach on PDE models arising in the sciences.more » « less
-
In this letter, we extend the sensitivity-based rank condition (SERC) test for local observability to another class of systems, namely smooth and nonsmooth differential-algebraic equation (DAE) systems of index-1. The newly introduced test for DAEs, which we call the lexicographic SERC (L-SERC) observability test, utilizes the theory of lexicographic differentiation to compute sensitivity information. Moreover, the newly introduced L-SERC observability test can judges which states are observable and which are not. Additionally, we introduce a novel sensitivity-based extended Kalman filter (S-EKF) algorithm for state estimation, applicable to both smooth and nonsmooth DAE systems. Finally, we apply the newly developed S-EKF to estimate the states of a wind turbine power system model.more » « less
An official website of the United States government

