Model-Centric Integration of Uncertain Expert Knowledge into Importance Sampling-Based Parameter Estimation

Abstract

This study presents a model-based parameter estimation method for integrating and validating uncertainty in expert knowledge and simulation models. The parameters of the models of complex systems are often unknown due to a lack of measurement data. The experience-based knowledge of experts can substitute missing information, which is usually imprecise. The novelty of the present paper is a method based on Monte Carlo (MC) simulation and importance sampling (IS) techniques for integrating uncertain expert knowledge into the system model. Uncertain knowledge about the model parameters is propagated through the system model by MC simulation in the form of a discrete sample, while IS helps to weight the sample elements regarding imprecise knowledge about the outputs in an iterative circle. Thereby, the consistency of expert judgments can be investigated as well. The contributions of this paper include an expert knowledge-based parameter estimation technique and a method for the evaluation of expert judgments according to the estimation results to eliminate incorrect ones. The applicability of the proposed method is introduced through a case study of a Hungarian operating waste separation system. The results verify that the assessments of experts can be efficiently integrated into system models, and their consistency can be evaluated.