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

  • 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.

    Citation: Sida Lin, Jinlong Yuan, Zichao Liu, Tao Zhou, An Li, Chuanye Gu, Kuikui Gao, Jun Xie. Distributionally robust parameter estimation for nonlinear fed-batch switched time-delay system with moment constraints of uncertain measured output data[J]. Electronic Research Archive, 2024, 32(10): 5889-5913. doi: 10.3934/era.2024272

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  • 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.



    Let A denote the class of analytic functions f with the normalized condition f(0)=f(0)1=0 in an open unit disk E={zC:|z|<1}. The function fA has the Taylor-Maclaurin series expansion given by

    f(z)=z+n=2anzn,zE. (1.1)

    Further, we denote S the subclass of A consisting of univalent functions in E.

    Let H denote the class of Schwarz functions ω which are analytic in E such that ω(0)=0 and |ω(z)|<1. The function ωH has the series expansion given by

    ω(z)=k=1bkzk,zE. (1.2)

    We say that the analytic function f is subordinate to another analytic function g in E, expressed as fg, if and only if there exists a Schwarz function ωH such that f(z)=g(ω(z)) for all zE. In particular, if g is univalent in E, then fgf(0)=g(0) and f(E)=g(E).

    A function p analytic in E with p(0)=1 is said to be in the class of Janowski if it satisfies

    p(z)1+Az1+Bz,1B<A1,zE, (1.3)

    where

    p(z)=1+n=1pnzn. (1.4)

    This class was introduced by Janowski [1] in 1973 and is denoted by P(A,B). We note that P(1,1)P, the well-known class of functions with positive real part consists of functions p with Rep(z)>0 and p(0)=1.

    A function fA is called star-like with respect to symmetric conjugate points in E if it satisfies

    Re{2zf(z)f(z)¯f(¯z)}>0,zE. (1.5)

    This class was introduced by El-Ashwah and Thomas [2] in 1987 and is denoted by SSC. In 1991, Halim [3] defined the class SSC(δ) consisting of functions fA that satisfy

    Re{2zf(z)f(z)¯f(¯z)}>δ,0δ<1,zE. (1.6)

    In terms of subordination, in 2011, Ping and Janteng [4] introduced the class SSC(A,B) consisting of functions fA that satisfy

    2zf(z)f(z)¯f(¯z)1+Az1+Bz,1B<A1,zE. (1.7)

    It follows from (1.7) that fSSC(A,B) if and only if

    2zf(z)f(z)¯f(¯z)=1+Aω(z)1+Bω(z)=p(z),ωH. (1.8)

    Motivated by the work mentioned above, for functions fA, we now introduce the subclass of the tilted star-like functions with respect to symmetric conjugate points as follows:

    Definition 1.1. Let SSC(α,δ,A,B) be the class of functions defined by

    (eiαzf(z)h(z)δisinα)1ταδ1+Az1+Bz,zE, (1.9)

    where h(z)=f(z)¯f(¯z)2,ταδ=cosαδ,0δ<1,|α|<π2, and 1B<A1.

    By definition of subordination, it follows from (1.9) that there exists a Schwarz function ω which satisfies ω(0)=0 and |ω(z)|<1, and

    (eiαzf(z)h(z)δisinα)1ταδ=1+Aω(z)1+Bω(z)=p(z),ωH. (1.10)

    We observe that for particular values of the parameters α,δ,A, and B, the class SSC(α,δ,A,B) reduces to the following existing classes:

    (a) For α=δ=0,A=1 and B=1, the class SSC(0,0,1,1)=SSC introduced by El-Ashwah and Thomas [2].

    (b) For α=0,A=1 and B=1, the class SSC(0,δ,1,1)=SSC(δ) introduced by Halim [3].

    (c) For α=δ=0, the class SSC(0,0,A,B)=SSC(A,B) introduced by Ping and Janteng [4].

    It is obvious that SSC(0)SSC, SSC(1,1)SSC, and SSC(0,0,1,1)SSC. Aside from that, in recent years, several authors obtained many interesting results for various subclasses of star-like functions with respect to other points, i.e., symmetric points and conjugate points. This includes, but is not limited to, these properties: coefficient estimates, Hankel and Toeplitz determinants, Fekete-Szegö inequality, growth and distortion bounds, and logarithmic coefficients. We may point interested readers to recent advances in these subclasses as well as their geometric properties, which point in a different direction than the current study, for example [5,6,7,8,9,10,11,12,13,14,15,16,17,18,19,20,21].

    In this paper, we obtained some interesting properties for the class SSC(α,δ,A,B) given in Definition 1.1. The paper is organized as follows: the authors presented some preliminary results in Section 2 and obtained the estimate for the general Taylor-Maclaurin coefficients |an|,n2, the upper bounds of the second Hankel determinant |H2(2)|=|a2a4a32|, the Fekete-Szegö inequality |a3μa22| with complex parameter μ, and the distortion and growth bounds for functions belonging to the class SSC(α,δ,A,B) as the main results in Section 3. In addition, some consequences of the main results from Section 3 were presented in Section 4. Finally, the authors offer a conclusion and some suggestions for future study in Section 5.

    We need the following lemmas to derive our main results.

    Lemma 2.1. [22] If the function p of the form p(z)=1+n=1pnzn is analytic in E and p(z)1+Az1+Bz, then

    |pn|AB,1B<A1,nN.

    Lemma 2.2. [23] Let pP of the form p(z)=1+n=1pnzn and μC. Then

    |pnμpkpnk|2max{1,|2μ1|},1kn1.

    If |2μ1|1, then the inequality is sharp for the function p(z)=1+z1z or its rotations. If |2μ1|<1, then the inequality is sharp for the function p(z)=1+zn1zn or its rotations.

    Lemma 2.3. [24] For a function pP of the form p(z)=1+n=1pnzn, the sharp inequality |pn|2 holds for each n1. Equality holds for the function p(z)=1+z1z.

    This section is devoted to our main results. We begin by finding the upper bound of the Taylor-Maclaurin coefficients |an|, n2 for functions belonging to SSC(α,δ,A,B). Further, we estimate the upper bounds of the second Hankel determinant |H2(2)| and the Fekete-Szegö inequality |a3μa22| with complex parameter μ, and the distortion and growth bounds for functions in the class SSC(α,δ,A,B).

    Theorem 3.1. Let fSSC(α,δ,A,B). Then for n1,

    |a2n|ψn!2nn1j=1(ψ+2j) (3.1)

    and

    |a2n+1|ψn!2nn1j=1(ψ+2j), (3.2)

    where ψ=(AB)ταδ and ταδ=cosαδ.

    Proof. In view of (1.10), we have

    eiαzf(z)=h(z)(ταδp(z)+δ+isinα). (3.3)

    Using (1.1) and (1.4), (3.3) yields

    eiα(z+2a2z2+3a3z3+4a4z4+5a5z5+)=eiα(z+a3z3+a5z5+)+ταδ[p1z2+p2z3+(p3+a3p1)z4+(p4+a3p2)z5+]. (3.4)

    Comparing the coefficients of the like powers of zn, n1 on both sides of the series expansions of (3.4), we obtain

    2a2=ταδeiαp1, (3.5)
    2a3=ταδeiαp2, (3.6)
    4a4=ταδeiα(p3+a3p1), (3.7)
    4a5=ταδeiα(p4+a3p2), (3.8)
    2na2n=ταδeiα(p2n1+a3p2n3+a5p2n5++a2n1p1), (3.9)

    and

    2na2n+1=ταδeiα(p2n+a3p2n2+a5p2n4++a2n1p2). (3.10)

    We prove (3.1) and (3.2) using mathematical induction. Using Lemma 2.1, from (3.5)(3.8), respectively, we obtain

    |a2|(AB)ταδ2, (3.11)
    |a3|(AB)ταδ2, (3.12)
    |a4|(AB)ταδ((AB)ταδ+2)8, (3.13)

    and

    |a5|(AB)ταδ((AB)ταδ+2)8. (3.14)

    It follows that (3.1) and (3.2) hold for n=1,2.

    For simplicity, we denote ψ=(AB)ταδ and from (3.1) in conjunction with Lemma 2.1 yields

    |a2n|ψ2n[1+n1k=1|a2k+1|]. (3.15)

    Next, we assume that (3.1) holds for k=3,4,5,,(n1).

    From (3.15), we get

    |a2n|ψ2n[1+n1k=1ψk!2kk1j=1(ψ+2j)]. (3.16)

    To complete the proof, it is sufficient to show that

    ψ2m[1+m1k=1ψk!2kk1j=1(ψ+2j)]=ψm!2mm1j=1(ψ+2j), (3.17)

    for m=3,4,5,,n. It is easy to see that (3.17) is valid for m=3.

    Now, suppose that (3.17) is true for m=4,,(n1). Then, from (3.16) we get

    ψ2n[1+n1k=1ψk!2kk1j=1(ψ+2j)]=n1n[ψ2(n1)(1+n2k=1ψk!2kk1j=1(ψ+2j))]+ψ2nψ(n1)!2n1n2j=1(ψ+2j)=(n1)nψ(n1)!2n1n2j=1(ψ+2j)+ψ2nψ(n1)!2n1n2j=1(ψ+2j)=ψ(n1)!2n1(ψ+2(n1)2n)n2j=1(ψ+2j)=ψn!2nn1j=1(ψ+2j).

    Thus, (3.17) holds for m=n and hence (3.1) follows. Similarly, we can prove (3.2) and is omitted. This completes the proof of Theorem 3.1.

    Theorem 3.2. If fSSC(α,δ,A,B), then

    |H2(2)|ψ216[2|2Υ++1|+|ψeiα4|+Υ+|ψeiα+2Υ+|], (3.18)

    where ψ=(AB)ταδ, ταδ=cosαδ, and Υ+=1+B.

    Proof. By definition of subordination, there exists a Schwarz function ω which satisfies ω(0)=0 and |ω(z)|<1, and from (1.10), we have

    (eiαzf(z)h(z)δisinα)1ταδ=1+Aω(z)1+Bω(z). (3.19)

    Let the function

    p(z)=1+ω(z)1ω(z)=1+n=1pnzn.

    Then, we have

    ω(z)=p(z)1p(z)+1. (3.20)

    Substituting (3.20) into (3.19) yields

    eiαzf(z)(Υ+p(z)Υ+)=g(z)[(eiαΥψ)+p(z)(eiαΥ++ψ)], (3.21)

    where Υ=1B and Υ+=1+B.

    Using the series expansions of f(z), h(z), and p(z), (3.21) becomes

    Υeiα(z+2a2z2+3a3z3+4a4z4+5a5z5+...)+Υ+eiα[z+(k1+2a2)z2+(k2+2a2k1+3a3)z3+(k3+2a2k2+3a3k1+4a4)z4+]=(eiαΥψ)(z+a3z3+a5z5+...)+(eiαΥ++ψ)[z+k1z2+(k2+a3)z3+(k3+a3k1)z4+].

    On comparing coefficients of z2, z3, and  z4, respectively, we get

    a2=p1ψeiα4, (3.22)
    a3=ψeiα(2p2p21Υ+)8, (3.23)

    and

    a4=ψe2iα[8p3eiα+2p1p2(ψ4Υ+eiα)+p13Υ+(ψ+2Υ+eiα)]64. (3.24)

    From (3.22)–(3.24), we obtain

    H2(2)=a2a4a32=ψ2e2iα256[8p1p3+2p12p2(ψeiα+4Υ+)16p22+p14Υ+(ψeiα2Υ+)]. (3.25)

    By suitably rearranging the terms in (3.25) and using the triangle inequality, we get

    |H2(2)|ψ2256[8|p1||p3η1p1p2|+|16p2||p2η2p12|+|p1|4|Υ+||ψeiα2Υ+|], (3.26)

    where η1=Υ+ and η2=ψeiα8.

    Further, by applying Lemma 2.2 and Lemma 2.3, we have

    8|p1||p3η1p1p2|32|2Υ++1|,
    |16p2||p2η2p12|16|ψeiα4|,

    and

    |p1|4|Υ+||ψeiα2Υ+|16Υ+|ψeiα+2Υ+|.

    Thus, from (3.26), we obtain the required inequality (3.18). This completes the proof of Theorem 3.2.

    Theorem 3.3. If fSSC(α,δ,A,B), then for any complex number μ, we have

    |a3μa22|ψ2max{1,|2B+μψeiα|2}, (3.27)

    where ψ=(AB)ταδ and ταδ=cosαδ.

    Proof. In view of (3.22) and (3.23), we have

    |a3μa22|=|ψeiα4(p2χp21)|, (3.28)

    where χ=2Υ++μψeiα4.

    By the application of Lemma 2.2, our result follows.

    Theorem 3.4. If fSSC(α,δ,A,B), then for |z|=r, 0<r<1, we have

    11+r2[(1Ar)ταδ1Br+sin2α+δ2]|f(z)|11r2[(1+Ar)ταδ1+Br+sin2α+δ2], (3.29)

    where ταδ=cosαδ. The bound is sharp.

    Proof. In view of (1.10), we have

    |eiαzf(z)h(z)(δ+isinα)|=|ταδ||1+Aω(z)1+Bω(z)|. (3.30)

    Since h is an odd star-like function, it follows that [24]

    r1+r2|h(z)|r1r2. (3.31)

    Furthermore, for ωH, it can be easily established that [1]

    1Ar1Br|1+Aω(z)1+Bω(z)|1+Ar1+Br. (3.32)

    Applying (3.31) and (3.32), and for |z|=r, we find that, after some simplification,

    |f(z)|11r2[(1+Ar)ταδ1+Br+sin2α+δ2] (3.33)

    and

    |f(z)|11+r2[(1Ar)ταδ1Br+sin2α+δ2], (3.34)

    which yields the desired result (3.29). The result is sharp due to the extremal functions corresponding to the left and right sides of (3.29), respectively,

    f(z)=z011+t2[(1At)ταδ1Bt+sin2α+δ2]dt

    and

    f(z)=z011t2[(1+At)ταδ1+Bt+sin2α+δ2]dt.

    Theorem 3.5. If fSSC(α,δ,A,B), then for |z|=r, 0<r<1, we have

    11+B2[ψln(1Br1+r2)+ταδ(1+AB)tan1r]+sin2α+δ2tan1r|f(z)|11B2[ψln(1+Br1r2)+ταδ(1AB)ln(1+r1r)]+sin2α+δ2ln(1+r1r), (3.35)

    where ψ=(AB)ταδ and ταδ=cosαδ. The bound is sharp.

    Proof. Upon elementary integration of (3.29) yields (3.35). The result is sharp due to the extremal functions corresponding to the left and right sides of (3.35), respectively,

    f(z)=z011+t2[(1At)ταδ1Bt+sin2α+δ2]dt

    and

    f(z)=z011t2[(1+At)ταδ1+Bt+sin2α+δ2]dt.

    In this section, we apply our main results in Section 3 to deduce each of the following consequences and corollaries as shown in Tables 1-4.

    Table 1.  General Taylor-Maclaurin coefficients.
    Corollary 4.1 Class |an|,n2
    (a) SSC(0,0,1,1) |a2n|22nn!n1j=1(1+j),n1
    |a2n+1|22nn!n1j=1(1+j),n1
    (b) SSC(0,δ,1,1) |a2n|22n(1δ)n!n1j=1((1δ)+j),n1
    |a2n+1|22n(1δ)n!n1j=1((1δ)+j),n1
    (c) SSC(0,0,A,B) |a2n|(AB)n!2nn1j=1((AB)+2j),n1
    |a2n+1|(AB)n!2nn1j=1((AB)+2j),n1

     | Show Table
    DownLoad: CSV
    Table 2.  Second Hankel determinant.
    Corollary 4.2 Class |H2(2)|
    (a) SSC(0,0,1,1) |H2(2)|1 
    (b) SSC(0,δ,1,1) |H2(2)|(1δ)2(2+δ)2 
    (c) SSC(0,0,A,B) |H2(2)|(AB)216[2|2Υ++1|+|(AB)4|+Υ+|(AB)+2Υ+|] 

     | Show Table
    DownLoad: CSV
    Table 3.  Fekete-Szegö inequality.
    Corollary 4.3 Class |a3μa22|
    (a) SSC(0,0,1,1) |a3μa22|max{1,|1+μ|}
    (b) SSC(0,δ,1,1) |a3μa22|(1δ)max{1,|1+μ(1δ)|}
    (c) SSC(0,0,A,B) |a3μa22|(AB)2max{1,|2B+μ(AB)|2}

     | Show Table
    DownLoad: CSV
    Table 4.  Distortion bound.
    Corollary 4.4 Class Distortion bound
    (a) SSC(0,0,1,1) 1r(1+r2)(1+r)|f(z)|1+r(1r2)(1r)
    (b) SSC(0,δ,1,1) 11+r2[(1r)(1δ)1+r+δ]|f(z)|11r2[(1+r)(1δ)1r+δ]
    (c) SSC(0,0,A,B) 1Ar(1+r2)(1Br)|f(z)|1+Ar(1r2)(1+Br)

     | Show Table
    DownLoad: CSV

    Remark 4.1. The results obtained in Corollary 4.1(c) coincide with the results obtained in [4].

    Remark 4.2. The result in Corollary 4.2(a) coincides with the findings of Singh [10].

    Remark 4.3. The result obtained in Corollary 4.4(c) coincides with the result obtained in [4].

    Remark 4.4. Setting α=0andδ=0, Theorem 3.5 reduces to the result of Ping and Janteng [4].

    In this paper, we considered a new subclass of tilted star-like functions with respect to symmetric conjugate points. Various interesting properties of these functions were investigated, such as coefficient bounds, the second Hankel determinant, Fekete-Szegö inequality, distortion bound, and growth bound. The results presented in this paper not only generalize some results obtained by Ping and Janteng [4] and Singh [10], but also give new results as special cases based on the various special choices of the involved parameters. Other interesting properties for functions belonging to the class SSC(α,δ,A,B) could be estimated in future work, such as the upper bounds of the Toeplitz determinant, the Hankel determinant of logarithmic coefficients, the Zalcman coefficient functional, the radius of star-likeness, partial sums, etc.

    This research was funded by Universiti Teknologi MARA grant number 600-RMC/GPM LPHD 5/3 (060/2021). The authors wish to thank the referees for their valuable comments and suggestions.

    The authors declare that they have no competing interests.



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