Parameter ranking by orthogonalization - Applied to nonlinear mechanistic models

被引:66
作者
Lund, Berit Floor [1 ,2 ]
Foss, Bjarne A. [2 ]
机构
[1] Sintef ICT, Appl Cybernet, N-7465 Trondheim, Norway
[2] Norwegian Univ Sci & Technol, Inst Engn Cybernet, N-7491 Trondheim, Norway
关键词
sensitivity analysis; parameter sensitivity; decomposition methods;
D O I
10.1016/j.automatica.2007.04.006
中图分类号
TP [自动化技术、计算机技术];
学科分类号
0812 ;
摘要
The paper addresses methods for parameter sensitivity analysis in a large, nonlinear, mechanistic model which is to be run in an online estimation scheme. The parameter sensitivity has been obtained by numeric approximation. The paper proposes and applies successive orthogonalization of the sensitivity derivative for parameter ranking. The method is easy to implement and the results are easily interpreted. Orthogonalization of the sensitivity matrix gives a triangular form of the squared sensitivity. The paper shows how the triangular form of the sensitivity derivative gives a particularly easy form of the variance contribution of individual parameters, provided the model error can be assumed Gaussian. This information has been used to decide how many parameters from the ranked set are to be selected for on-line estimation. (c) 2007 Elsevier Ltd. All rights reserved.
引用
收藏
页码:278 / 281
页数:4
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