Relaxation-based schemes for on-the-fly parameter estimation in dissipative dynamical systems

TL;DR

This paper introduces relaxation-based algorithms for real-time estimation of unknown parameters in dissipative dynamical systems, extending data assimilation techniques to simultaneously reconstruct states and parameters.

Contribution

It develops a general theoretical framework for on-the-fly parameter and state estimation applicable to various dissipative systems, with explicit verifiability in high-dimensional models.

Findings

Algorithms successfully reconstruct parameters in Lorenz 96 model

Effective on-the-fly estimation demonstrated in Rayleigh-Bénard convection

Framework provides conditions for robust parameter recovery

Abstract

This article studies two particular algorithms, a Relaxation Least Squares (RLS) algorithm and a Relaxation Newton Iteration (RNI) scheme , for reconstructing unknown parameters in dissipative dynamical systems. Both algorithms are based on a continuous data assimilation (CDA) algorithm for state reconstruction of A. Azouani, E. Olson, and E.S. Titi \cite{Azouani_Olson_Titi_2014}. Due to the CDA origins of these parameter recovery algorithms, these schemes provide on-the-fly reconstruction, that is, as data is collected, of unknown state and parameters simultaneously. It is shown how both algorithms give way to a robust general framework for simultaneous state and parameter estimation. In particular, we develop a general theory, applicable to a large class of dissipative dynamical systems, which identifies structural and algorithmic conditions under which the proposed algorithms achieve reconstruction of the true parameters. The algorithms are implemented on a high-dimensional two-layer Lorenz 96 model, where the theoretical conditions of the general framework are explicitly verifiable. They are also implemented on the two-dimensional Rayleigh-B\'enard convection system to demonstrate the applicability of the algorithms beyond the finite-dimensional setting. In each case, systematic numerical experiments are carried out probing the efficacy of the proposed algorithms, in addition to the apparent benefits and drawbacks between them.