An easy and efficient approach for testing identifiability of parameters
Clemens Kreutz

TL;DR
The paper introduces a quick, intuitive method called ITRP for testing parameter identifiability in dynamical systems, which is computationally efficient and broadly applicable to deterministic models.
Contribution
It presents a novel radial penalization approach for fast identifiability testing, easily implementable in existing modeling frameworks.
Findings
Successfully tested on 11 ODE models
Applicable with standard optimization methods
Implemented in free Matlab toolbox Data2Dynamics
Abstract
The feasibility of uniquely estimating parameters of dynamical systems from observations is a widely discussed aspect of mathematical modelling. Several approaches have been published for analyzing identifiability. However, they are typically computationally demanding, difficult to perform and/or not applicable in many application settings. Here, an intuitive approach is presented which enables quickly testing of parameter identifiability. Numerical optimization with a penalty in radial direction enforcing displacement of the parameters is used to check whether estimated parameters are unique, or whether the parameters can be altered without loss of agreement with the data indicating non-identifiability. This Identifiability-Test by Radial Penalization (ITRP) can be employed for every model where optimization-based fitting like least-squares or maximum likelihood is feasible and is…
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Taxonomy
TopicsControl Systems and Identification · Probabilistic and Robust Engineering Design · Model Reduction and Neural Networks
