Using waveform information in nonlinear data assimilation

Filtering dynamical systems using observations of statistics

We consider the problem of filtering dynamical systems, possibly stochastic, using observations of statistics. Thus, the computational task is to estimate a time-evolving density ρ(v,t) given noisy observations of the true density ρ†; this contrasts with the standard filtering problem based on observations of the state v. The task is naturally formulated as an infinite-dimensional filtering problem in the space of densities ρ. However, for the purposes of tractability, we seek algorithms in state space; specifically, we introduce a mean-field state-space model, and using interacting particle system approximations to this model, we propose an ensemble method. We refer to the resulting methodology as the ensemble Fokker-Planck filter (EnFPF). Under certain restrictive assumptions, we show that the EnFPF approximates the Kalman-Bucy filter for the Fokker-Planck equation, which is the exact solution to the infinite-dimensional filtering problem. Furthermore, our numerical experiments show that the methodology is useful beyond this restrictive setting. Specifically, the experiments show that the EnFPF is able to correct ensemble statistics, to accelerate convergence to the invariant density for autonomous systems, and to accelerate convergence to time-dependent invariant densities for non-autonomous systems. We discuss possible applications of the EnFPF to climate ensembles and to turbulence modeling.

Approaches to Parameter Estimation from Model Neurons and Biological Neurons

Model optimization in neuroscience has focused on inferring intracellular parameters from time series observations of the membrane voltage and calcium concentrations. These parameters constitute the fingerprints of ion channel subtypes and may identify ion channel mutations from observed changes in electrical activity. A central question in neuroscience is whether computational methods may obtain ion channel parameters with sufficient consistency and accuracy to provide new information on the underlying biology. Finding single-valued solutions in particular, remains an outstanding theoretical challenge. This note reviews recent progress in the field. It first covers well-posed problems and describes the conditions that the model and data need to meet to warrant the recovery of all the original parameters—even in the presence of noise. The main challenge is model error, which reflects our lack of knowledge of exact equations. We report on strategies that have been partially successful at inferring the parameters of rodent and songbird neurons, when model error is sufficiently small for accurate predictions to be made irrespective of stimulation.

Estimation of neuron parameters from imperfect observations

The estimation of parameters controlling the electrical properties of biological neurons is essential to determine their complement of ion channels and to understand the function of biological circuits. By synchronizing conductance models to time series observations of the membrane voltage, one may construct models capable of predicting neuronal dynamics. However, identifying the actual set of parameters of biological ion channels remains a formidable theoretical challenge. Here, we present a regularization method that improves convergence towards this optimal solution when data are noisy and the model is unknown. Our method relies on the existence of an offset in parameter space arising from the interplay between model nonlinearity and experimental error. By tuning this offset, we induce saddle-node bifurcations from sub-optimal to optimal solutions. This regularization method increases the probability of finding the optimal set of parameters from 67% to 94.3%. We also reduce parameter correlations by implementing adaptive sampling and stimulation protocols compatible with parameter identifiability requirements. Our results show that the optimal model parameters may be inferred from imperfect observations provided the conditions of observability and identifiability are fulfilled.

An ensemble framework for time delay synchronization

Synchronization based state estimation tries to synchronize a model with the true evolution of a system via the observations. In practice, an extra term is added to the model equations which hampers growth of instabilities transversal to the synchronization manifold. Therefore, there is a very close connection between synchronization and data assimilation. Recently, synchronization with time-delayed observations has been proposed, in which observations at future times are used to help synchronize a system that does not synchronize using only present observations, with remarkable successes. Unfortunately, these schemes are limited to small-dimensional problems. In this article, we lift that restriction by proposing an ensemble-based synchronization scheme. Tests were performed using the Lorenz'96 model for 20-, 100- and 1000-dimension systems. Results show global synchronization errors stabilizing at values of at least an order of magnitude lower than the observation errors, suggesting that the scheme is a promising tool to steer model states to the truth. While this framework is not a complete data assimilation method, we develop this methodology as a potential choice for a proposal density in a more comprehensive data assimilation method, like a fully nonlinear particle filter.

Estimability and dependency analysis of model parameters based on delay coordinates

In data-driven system identification, values of parameters and not observed variables of a given model of a dynamical system are estimated from measured time series. We address the question of estimability and redundancy of parameters and variables, that is, whether unique results can be expected for the estimates or whether, for example, different combinations of parameter values would provide the same measured output. This question is answered by analyzing the null space of the linearized delay coordinates map. Examples with zero-dimensional, one-dimensional, and two-dimensional null spaces are presented employing the Hindmarsh-Rose model, the Colpitts oscillator, and the Rössler system.