Parameter estimation in continuous-time dynamic models using principal differential analysis

Principal differential analysis (PDA) is an alternative parameter estimation technique for differential equation models in which basis functions (e.g., B-splines) are fitted to dynamic data. Derivatives of the resulting empirical expressions are used to avoid solving differential equations when estimating parameters. Benefits and shortcomings of PDA were examined using a simple continuous stirred-tank reactor (CSTR) model. Although PDA required considerably less computational effort than traditional nonlinear regression, parameter estimates from PDA were less precise. Sparse and noisy data resulted in poor spline fits and misleading derivative information, leading to poor parameter estimates. These problems are addressed by a new iterative algorithm (iPDA) in which the spline fits are improved using model-based penalties. Parameter estimates from iPDA were unbiased and more precise than those from standard PDA. Issues that need to be resolved before iPDA can be used for more complex models are discussed. (c) 2005 Elsevier Ltd. All rights reserved.