This paper reviews the role of uncertainty in the identification of mathematical models of water quality and in the application of these models to problems of prediction. More specifically, four problem areas are examined in detail: uncertainty about model structure, uncertainty in the estimated model parameter values, the propagation of prediction errors, and the design of experiments in order to reduce the critical uncertainties associated with a model. The review is rather lengthy, and it has therefore been prepared in effect as two papers. There is a shorter, largely nontechnical version, which gives a quick impression of the current and future issues in the analysis of uncertainty in water quality modeling. Enclosed by this shorter discussion is the main body of the review dealing in turn with (1) identifiability and experimental design, (2) the generation of preliminary model hypotheses under conditions of sparse, grossly uncertain field data, (3) the selection and evaluation of model structure, (4) parameter estimation (model calibration), (5) checks and balances on the identified model, i.e., model “verification” and model discrimination, and (6) prediction error propagation. Much time is spent in discussing the algorithms of system identification, in particular, the methods of recursive estimation, and in relating these algorithms and the subject of identification to the problems of prediction uncertainty and first-order error analysis. There are two obvious omissions from the review. It is not concerned primarily with either the development and solution of stochastic differential equations or the issue of decision making under uncertainty, although clearly some reference must be made to these topics. In brief, the review concludes (not surprisingly) that much work has been done on the analysis of uncertainty in the development of mathematical models of water quality, and much remains to be done. A lack of model identifiability has been an outstanding difficulty in the interpretation and explanation of past observed system behavior, and there is ample evidence to show that the “larger,” more “comprehensive” models are easily capable of generating highly uncertain predictions of future behavior. For the future of the subject, it is speculated that there is the possibility of progress in the development of novel algorithms for model structure identification, a need for new questions to be posed in the problem of prediction, and a distinct challenge to the conventional views of this review in the new forms of knowledge representation and manipulation now emerging from the field of artificial intelligence.

/pdf/water-quality-modeling-a-review-of-the-analysis-of-3xswp5ek3r.pdf

Water quality modeling: A review of the analysis of uncertainty

A major goal of biophysics is to understand the physical mechanisms of biological molecules and systems. Mechanistic models are evaluated based on their ability to explain carefully controlled experiments. By fitting models to data, biophysical parameters that cannot be measured directly can be estimated from experimentation. However, it might be the case that many different combinations of model parameters can explain the observations equally well. In these cases, the model parameters are not identifiable: the experimentation has not provided sufficient constraining power to enable unique estimation of their true values. We demonstrate that this pitfall is present even in simple biophysical models. We investigate the underlying causes of parameter non-identifiability and discuss straightforward methods for determining when parameters of simple models can be inferred accurately. However, for models of even modest complexity, more general tools are required to diagnose parameter non-identifiability. We present a method based in Bayesian inference that can be used to establish the reliability of parameter estimates, as well as yield accurate quantification of parameter confidence.

/pdf/determination-of-parameter-identifiability-in-nonlinear-1q7yxkwn68.pdf

Determination of parameter identifiability in nonlinear biophysical models: A Bayesian approach.

Some recent applications of distributed parameter systems theory-A survey

https://sites.ualberta.ca/~slshah/public_share/IDfromStep_ReviewFormat.pdf

Novel identification method from step response

Optimal design of test-inputs and sampling intervals in experiments for linear system identification is treated as a nonlinear integer optimization problem. The criterion is a function of the Fisher information matrix, the inverse of which gives a lower bound for the covariance matrix of the parameter estimates. Emphasis is placed on optimum design of nonuniform data sampling intervals when experimental constraints allow only a limited number of discrete-time measurements of the output. A solution algorithm based on a steepest descent strategy is developed and applied to the design of a biologic experiment for estimating the parameters of a model of the dynamics of thyroid hormone metabolism. The effects on parameter accuracy of different model representations are demonstrated numerically, a canonical representation yielding far poorer accuracies than the original process model for nonoptimal sampling schedules, but comparable accuracies when these schedules are optimized. Several objective functions for optimization are compared. The overall results indicate that sampling schedule optimization is a very fruitful approach to maximizing expected parameter estimation accuracies when the sample size is small.

I Gustavsson

Papers

Survey of applications of identification in chemical and physical processes