Improved Accuracy of Nonlinear Parameter Estimation with LAV and Interval Arithmetic Methods
The reliable solution of nonlinear parameter es- timation problems is an important computational problem in many areas of science and engineering, including such applications as real time optimization. Its goal is to estimate accurate model parameters that provide the best fit to measured data, despi...
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| Format: | Article |
| Language: | English |
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International Institute of Informatics and Cybernetics
2009-06-01
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| Series: | Journal of Systemics, Cybernetics and Informatics |
| Subjects: | |
| Online Access: | http://www.iiisci.org/Journal/CV$/sci/pdfs/ZT573QA.pdf
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| _version_ | 1818903219740344320 |
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| author | Humberto Muñoz Nigel Gwee |
| author_facet | Humberto Muñoz Nigel Gwee |
| author_sort | Humberto Muñoz |
| collection | DOAJ |
| description | The reliable solution of nonlinear parameter es- timation problems is an important computational problem in many areas of science and engineering, including such applications as real time optimization. Its goal is to estimate accurate model parameters that provide the best fit to measured data, despite small- scale noise in the data or occasional large-scale mea- surement errors (outliers). In general, the estimation techniques are based on some kind of least squares or maximum likelihood criterion, and these require the solution of a nonlinear and non-convex optimiza- tion problem. Classical solution methods for these problems are local methods, and may not be reliable for finding the global optimum, with no guarantee the best model parameters have been found. Interval arithmetic can be used to compute completely and reliably the global optimum for the nonlinear para- meter estimation problem. Finally, experimental re- sults will compare the least squares, l2, and the least absolute value, l1, estimates using interval arithmetic in a chemical engineering application. |
| first_indexed | 2024-12-19T20:48:04Z |
| format | Article |
| id | doaj.art-6b1e24b5f31c4216abd2ea760ac8afbf |
| institution | Directory Open Access Journal |
| issn | 1690-4524 |
| language | English |
| last_indexed | 2024-12-19T20:48:04Z |
| publishDate | 2009-06-01 |
| publisher | International Institute of Informatics and Cybernetics |
| record_format | Article |
| series | Journal of Systemics, Cybernetics and Informatics |
| spelling | doaj.art-6b1e24b5f31c4216abd2ea760ac8afbf2022-12-21T20:06:10ZengInternational Institute of Informatics and CyberneticsJournal of Systemics, Cybernetics and Informatics1690-45242009-06-01734550Improved Accuracy of Nonlinear Parameter Estimation with LAV and Interval Arithmetic MethodsHumberto Muñoz0Nigel Gwee1 Southern University and A&M College, Baton Rouge Southern University and A&M College, Baton Rouge The reliable solution of nonlinear parameter es- timation problems is an important computational problem in many areas of science and engineering, including such applications as real time optimization. Its goal is to estimate accurate model parameters that provide the best fit to measured data, despite small- scale noise in the data or occasional large-scale mea- surement errors (outliers). In general, the estimation techniques are based on some kind of least squares or maximum likelihood criterion, and these require the solution of a nonlinear and non-convex optimiza- tion problem. Classical solution methods for these problems are local methods, and may not be reliable for finding the global optimum, with no guarantee the best model parameters have been found. Interval arithmetic can be used to compute completely and reliably the global optimum for the nonlinear para- meter estimation problem. Finally, experimental re- sults will compare the least squares, l2, and the least absolute value, l1, estimates using interval arithmetic in a chemical engineering application.http://www.iiisci.org/Journal/CV$/sci/pdfs/ZT573QA.pdf Non-Smooth OptimizationInterval Com- PutationsLeast Squares EstimatorsGlobal OptimizationLeast Absolute Value |
| spellingShingle | Humberto Muñoz Nigel Gwee Improved Accuracy of Nonlinear Parameter Estimation with LAV and Interval Arithmetic Methods Journal of Systemics, Cybernetics and Informatics Non-Smooth Optimization Interval Com- Putations Least Squares Estimators Global Optimization Least Absolute Value |
| title | Improved Accuracy of Nonlinear Parameter Estimation with LAV and Interval Arithmetic Methods |
| title_full | Improved Accuracy of Nonlinear Parameter Estimation with LAV and Interval Arithmetic Methods |
| title_fullStr | Improved Accuracy of Nonlinear Parameter Estimation with LAV and Interval Arithmetic Methods |
| title_full_unstemmed | Improved Accuracy of Nonlinear Parameter Estimation with LAV and Interval Arithmetic Methods |
| title_short | Improved Accuracy of Nonlinear Parameter Estimation with LAV and Interval Arithmetic Methods |
| title_sort | improved accuracy of nonlinear parameter estimation with lav and interval arithmetic methods |
| topic | Non-Smooth Optimization Interval Com- Putations Least Squares Estimators Global Optimization Least Absolute Value |
| url | http://www.iiisci.org/Journal/CV$/sci/pdfs/ZT573QA.pdf
|
| work_keys_str_mv | AT humbertomunoz improvedaccuracyofnonlinearparameterestimationwithlavandintervalarithmeticmethods AT nigelgwee improvedaccuracyofnonlinearparameterestimationwithlavandintervalarithmeticmethods |