An approach to periodic, time-varying parameter estimation using nonlinear filtering

DOI10.1088/1361-6420/AAD3E0zbMATH Open1397.92015arXiv1710.07978OpenAlexW3106225312WikidataQ129518574 ScholiaQ129518574MaRDI QIDQ4582687FDOQ4582687

Authors: Andrea Arnold, Alun L. Lloyd 

Publication date: 24 August 2018

Published in: Inverse Problems (Search for Journal in Brave)

Abstract: Many systems arising in biological applications are subject to periodic forcing. In these systems the forcing parameter is not only time-varying but also known to have a periodic structure. We present an approach to estimating periodic, time-varying parameters that imposes periodic structure by treating the time-varying parameter as a piecewise function with unknown coefficients. This method allows the resulting parameter estimate more flexibility in shape than prescribing a specific functional form (e.g., sinusoidal) to model its behavior, while still maintaining periodicity. We employ nonlinear filtering, more specifically, a version of the augmented ensemble Kalman filter (EnKF), to estimate the unknown coefficients comprising the piecewise approximation of the periodic, time-varying parameter. This allows for straightforward comparison of the proposed method with an EnKF-based parameter tracking algorithm, where periodicity is not guaranteed. We demonstrate the effectiveness of the proposed approach on two biological examples: a synthetic example with data generated from the nonlinear FitzHugh-Nagumo system, modeling the excitability of a nerve cell, to estimate the external voltage parameter, and a case study using reported measles incidence data from three locations during the pre-vaccine era to estimate the seasonal transmission parameter. The formulation of the proposed approach also allows for simultaneous estimation of initial conditions and other static system parameters, such as the reporting probability of measles cases, which is vital for predicting under-reported incidence data.

Full work available at URL: https://arxiv.org/abs/1710.07978

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zbMATH Keywords

nonlinear filteringperiodic structureFitzHugh-Nagumoensemble Kalman filter (EnKF)time-varying parameter estimationmeasles transmission

Mathematics Subject Classification ID

Applications of statistics to biology and medical sciences; meta analysis (62P10) Medical epidemiology (92C60) General biostatistics (92B15) Neural biology (92C20)

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Cited In (12)

• Estimation of anthracnose dynamics by nonlinear filtering
• A cyclic stastistics-based parametric approach to time-delay estimation
• Using Monte Carlo particle methods to estimate and quantify uncertainty in periodic parameters (research)
• Fourier series-based approximation of time-varying parameters in ordinary differential equations
• Estimation of unknown parameters of an almost periodic signal from controlled bilinear observations
• Fixed-time estimation of parameters for non-persistent excitation
• Almost invariant manifold approach for adaptive estimation of periodic and aperiodic unknown time-varying parameters
• When artificial parameter evolution gets real: particle filtering for time-varying parameter estimation in deterministic dynamical systems
• Parameter identification for a stochastic \textit{SEIRS} epidemic model: case study influenza
• Parameter inference from a non-stationary unknown process
• Identification of two-neuron FitzHugh-Nagumo model based on the speed-gradient and filtering
• Analyzing the effects of observation function selection in ensemble Kalman filtering for epidemic models

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