Parameter Set Selection for Dynamic Systems under Uncertainty via Dynamic Optimization and Hierarchical Clustering

摘要

It is common that only a subset of the parameters of models can be accurately estimated. One approach for identifying a subset of parameters for estimation is to perform clustering of the parameters into groups based upon their sensitivity vectors. However, this has the drawback that uncertainty cannot be directly incorporated into the procedure as the sen-sitivity vectors are based upon the nominal values of the parameters. This article addresses this drawback by presenting a parameter set selection technique that can take uncertainty in the parameter space into account. This is achieved by defining sensitivity cones, where a sensitivity cone includes all sensitivity vectors of a parameter for different values, resulting from the uncertainty, in the parameter space. Parameter clustering can then be performed based upon the angles between the sensitivity cones, instead of the angle between sensitivity vectors. The presented technique is applied to two case studies.