发表机构
CUNY Graduate Center; Laboratoire d’informatique de l’École polytechnique, LIX; CNRS; CUNY Queens College(纽约市立大学研究生中心; 巴黎综合理工学院计算机实验室; 法国国家科学研究中心; 纽约市立大学皇后学院)
机构由 AI 辅助整理,请以论文原文为准。AI 中文总结
本研究将高斯过程回归融入微分-代数参数估计方法,以解决噪声数据下导数估计难题,在25个动力系统基准上以88.5%的运行恢复全部参数,实现了高精度实用化。
AI 中文摘要
常微分方程(ODE)模型的参数估计是一项基础任务,但常因传统基于优化方法的局限性而变得复杂。理论上,微分-代数方法提供了一种有吸引力的替代方案:它们将问题简化为多项式系统求解,且不需要用户提供参数值的初始猜测。然而在实践中,代数方法因其对测量噪声的敏感性而受到限制,因为它们需要观测输出的精确导数。在本工作中,我们将高斯过程回归(GPR)集成到微分-代数方法中,并推导了关于噪声水平和代数敏感性的首阶误差分析。我们在包含25个动力系统的基准上,跨越多个噪声水平评估了该方法,这些系统源自机械工程和系统生物学等应用。所提出的方法在所考虑的方法中取得了最高的总体性能,在88.5%的运行中恢复了所有目标参数值和初始条件,相对误差在10%以内。这些结果表明,稳健的导数估计可以使微分-代数参数估计在密集、含噪的合成数据上变得实用,同时保留代数公式的关键优势。
英文摘要
Parameter estimation for ordinary differential equation (ODE) models is a fundamental task that is often complicated by the limitations of conventional optimization-based methods. In theory, differential-algebraic approaches offer an appealing alternative: they reduce the problem to polynomial system solving and do not require user-supplied initial guesses for parameter values. In practice, however, algebraic methods have been limited by their sensitivity to measurement noise, because they require accurate derivatives of observed outputs. In this work, we integrate Gaussian Process Regression (GPR) into the differential-algebraic method and derive a first-order error analysis in terms of noise level and algebraic sensitivity. We evaluate the method across several noise levels on a benchmark of 25 dynamical systems arising in applications including mechanical engineering and systems biology. The proposed method achieves the highest aggregate performance among the methods considered, recovering all sought parameter values and initial conditions to within 10% relative error in 88.5% of runs. These results demonstrate that robust derivative estimation can make differential-algebraic parameter estimation practical for dense, noisy synthetic data while retaining key advantages of the algebraic formulation.