Distributionally robust parameter estimation for nonlinear fed-batch switched time-delay system with moment constraints of uncertain measured output data

Abstract

<p>In this paper, we investigated a nonlinear continuous-time switched time-delay (NCTSTD) system for glycerol fed-batch bioconversion to 1, 3-propanediol with unknown time-delay and system parameters. The measured output data was uncertain, while the first moment information about its distribution was available. Our goal was to identify these unknown quantities under the environment of uncertain measurement output data. A distributionally robust parameter estimation problem (i.e., a bi-level parameter estimation (BLPE) problem) subject to the NCTSTD system was presented, where the expectation of the discrepancy between the output of the NCTSTD system and the uncertain measured output data with respect to its probability distributions was included in the cost functional. By applying the duality theory, the BLPE problem was transformed into a single-level parameter estimation (SLPE) problem with non-smooth term approximated by a smoothing technique and its error analysis was given. Then, the gradients of the cost function of the SLPE problem were derived. A hybrid optimization algorithm was proposed for solving the SLPE problem. The paper concluded by presenting the simulation results.</p>