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Modelling and parameter estimation of gene expression and cell growth in batch cultures

Abstract

Experimental procedure of CI857ts-controlled recombinant gene expression in bacterial batch cultures is mathematically modelled, and the corresponding minimum variance parameters are estimated from specific statistical or numerical methods, basically by using a global and recursive weighted least squares procedure under some constraints induced by the model. Moreover the numerical techniques proposed in this work act by accumulation of data coming from several runs of the experiment, so that more accuracy is obtained in the parameter estimation. In particular, for the production process, an extra-model parameter depending on an indicator vector is introduced for each run of the experiment in order to globalize the data. The analysis of obtained data leads to an integrated model for both cell growth and gene expression, which describes an asymmetric dynamics between culture growth and protein yield, and can serve to predict the maximal value of accumulated protein and the time required for it to be achieved at any stage of the preinducing cell growth.

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Modelling and parameter estimation of gene expression and cell growth in batch cultures

Author: Cubarsí Morera, Rafael,Corchero, José Luis,Vila, Pau,Villaverde, Antonio
Publisher: Carles Casacuberta, Josep Maria Font, Santiago Zarzuela
Year: 2000
Source: https://upcommons.upc.edu/bitstream/2117/12353/1/ecm-bio2.pdf
Modelling and pa ame e es ima ion o gene
exp ession and cell g ow h in ba ch cul u es 1
R. Cuba si
Dep . Ma em`a ica Aplicada i Telem`a ica
Uni e si a Poli `ecnica de Ca alunya, Ba celona, Spain
J. L. Co che o, P. Vila and A. Villa e de
Ins i u de Biologia Fonamen al
Uni e si a Au `onoma de Ba celona, Bella e a, Spain
1This wo k was p esen ed a he 3ecm Thi d Eu opean Cong ess o Ma hema ics, held 10-14 July, 2000, Ba celona, Spain,
and i has been suppo ed by CICYT o Spain unde g an No. BIO95-0801, and pa ially by Gene ali a de Ca alunya
unde G an 1996XT-00030, and CUR (CIRIT) unde g an 1995SGHR 00376.
Modelling and pa ame e es ima ion o gene exp ession and
cell g ow h in ba ch cul u es
R. Cuba si1, J. L. Co che o2, P. Vila2and A. Villa e de2
1Dep . Ma em`a ica Aplicada i Telem`a ica, Uni e si a Poli `ecn ica de Ca alunya,
Ba celona, Spain; 2Ins i u de Biologia Fonamen al and Depa amen de Gen`e ica i
Mic obiologia, Uni e si a Au `onoma de Ba celona, Bella e a, Spain
Abs ac
Expe imen al p ocedu e o CI857 s-con olled ecombinan gene exp ession in bac e ial ba ch cul-
u es is ma hema ically modelled, and he co esponding minimum a iance pa ame e s a e es ima ed
om speci ic s a is ical o nume ical me hods, basically by using a global and ecu si e weigh ed leas
squa es p ocedu e unde some cons ain s induced by he model. Mo eo e he nume ical echniques
p oposed in his wo k ac by accumula ion o da a coming om se e al uns o he expe imen ,
so ha mo e accu acy is ob ained in he pa ame e es ima ion. In pa icula , o he p oduc ion
p ocess, an ex a-model pa ame e depending on an indica o ec o is in oduced o each un o
he expe imen in o de o globalize he da a. The analysis o ob ained da a leads o an in eg a ed
model o bo h cell g ow h and gene exp ession, which desc ibes an asymme ic dynamics be ween
cul u e g ow h and p o ein yield, and can se e o p edic he maximal alue o accumula ed p o ein
and he ime equi ed o i o be achie ed a any s age o he p einducing cell g ow h.
CORRESPONDING AUTHOR:
Ra ael Cuba si
Dep . Ma em`a ica Aplicada i Telem`a ica
Uni e si a Poli `ecnica de Ca alunya, Campus No d
Jo di Gi ona, 1-3; E08034-Ba celona; Spain
Phone: 34-3-401-5995, Fax: 34-3-401-5981
E-mail: [email p o ec ed]c.es
1991 MATHEMATICS SUBJECT CLASSIFICATION: 62, 65, 92.
KEY WORDS: ma hema ical modelling, pa ame e es ima ion, cons ained leas squa es
1
1 In oduc ion
One o he mechanisms commonly used o es imula e he exp ession o he ecombinan genes, and
consequen ly, he p oduc ion o he encoded p o eins, is a apid inc ease o empe a u e a which he
cells a e cul u ed. A he pe missi e empe a u e, 28◦C, he e is no ecombinan gene exp ession,
bu when he empe a u e is shi ed o 42◦C, cells s a he syn hesis o he ecombinan p oduc
while hey a e also g owing in he cul u e. This empe a u e-media ed induc ion o gene exp ession,
which is e y con enien o indus ial pu poses, is achie ed by he use o wo kind o con olle s
o he gene exp ession, which a e also in oduced in o he ecombinan cells. They a e a posi i e
egula o , he lambda pLand/o pRp omo e s, and a nega i e egula o , he ep esso CI857, which
is ac i e below 32◦C bu i becomes e icien ly inac i a ed a 42◦C (Villa e de e al., 1993). We ha e
de eloped ma hema ical p ocedu es o analyze he pe o mance o p o ein p oduc ion in cul u es o
ecombinan E. coli submi ed o hea induc ion (Cuba si e al. 1998). Fo his analysis, wo ypes
o ma hema ical p ocedu es a e equi ed. The i s ype is composed o s a is ical and nume ical
me hods o pa ame e and e o es ima ion, i ing cu es, e c. Bu when a unc ion is app oxima ed
om a se o da a, he p oblem o wha kind o unc ions mus be used always a ises. In ou case he
unc ion mus be in e p e ed om a biological iewpoin , and i mus also desc ibe some biological
p ope ies o he expe imen al sys em. Thus, abo e echniques can be co ec ly used only i he
biological sys em has been modeled, and he sys em p ope ies o be quan i ied ha e been ocussed.
This is he o he ma hema ical aspec o he wo k, in ac o be done p e iously o he i s one.
Unde he assump ion ha cell g ow h is no signi ican ly al e ed by he p esence in he cell o he
ecombinan p o ein β-galac osidase, he dynamics o he gene exp ession is modeled in wo s eps, so
ha he cul u e g owing model is combined wi h he gene exp ession model, a i s o de di e en ial
equa ion ha desc ibes he p o ein p oduc ion in e ms o cell g ow h, in o de o explain he ime
e olu ion o ecombinan p o ein yield along he induc ion phase. Then, he se o pa ame e s o
bo h models is es ima ed by using speci ic leas squa es echniques subjec o cons ain s om he
models, wi h s a is ical e alua ion o e o p opaga ion.
In o de o minimize he e o s, he nume ical algo i hms o pa ame e es ima ion ake ad an age o
wo king wi h a ba ch cul u e p ocedu e wi h mul iple induc ion sequences o he cul u e, whe e da a
om di e en induc ion sequences o he same non-induced cul u e a e p ocessed all oge he , as a
single expe imen . Howe e , da a om se e al uns o he same expe imen al p ocess can be pooled
in a global da a se only unde some speci ic equi emen s. Thus, o he cul u e g owing p ocess
his can be done i he ime in e al be ween wo consecu i e cul u e samples emains cons an along
all he p ocess. Fo he gene exp ession p ocess, some pa ame e s a e cons an o all he sequences,
namely he model pa ame e s, and o he s a e sequence dependen . In his case, o each un o he
expe imen , an ex a-model pa ame e depending on an indica o ec o is in oduced, such as an
ini ial condi ion o he p oduc ion p ocess. Hence he o al numbe o es ima ion pa ame e s is
inc eased by he numbe o uns o he expe imen .
The esul ing model o cell g ow h and syn hesis o ecombinan p o eins e eals an asymme ic
dis ibu ion o he biosyn he ic po en ial o he cell, which is mani es ed by a p e e en ial syn hesis o
ecombinan p o eins in aged, slowly g owing cul u es. In o he wo ds, bo h g owing and p oduc ion
capabili ies o cul u e cells a e no equidis ibu ed, since when he cul u e g ow h eloci y dec eases,
he p o ein p oduc ion eloci y s ill inc eases up o i s maximum alue. Mo eo e , he p oposed
model also allows a p edic ion o he op imal op ical densi y o a ba ch cul u e o be empe a u e-
induced in o de o ge a p ede e mined amoun o ecombinan p o ein wi h he minimum induc ion
ime.
2
2 Basic no a ion
The ma hema ical no a ion used in he wo k is now in oduced by desc ibing he expe imen al
p ocedu e. An ini ial amoun o cul u e y0, measu ed om i s op ical densi y a he wa e leng h o
550 nm (OD), is g owing a 28◦C (ini ial s age). A his s age he cul u e g ow h can be desc ibed
in e ms o a ime pa ame e by a unc ion y( ), which is he solu ion o an au onomous i s o de
di e en ial equa ion gene a ed by a phase eloci y ield y ha , as we shall see in he ollowing
sec ion, will depend on wo pa ame e s A0and B0:
dy( )
d = y(y( ), A0, B0) (1)
Hence he solu ion o his equa ion may be explici ly exp essed depending on he pa ame e s, and
he ini ial alue y0=y(0), as
y=y( , y0, A0, B0) (2)
A a ime om he beginning o he expe imen , a sample o cul u e wi h OD y( ) is ans e ed o
a p ewa med ba h a 42◦C (induc ion s age). Then he g ow h a e o he cul u e changes and he
p oduc ion o β-galac osidase p o ein begins. The p oduc ion is measu ed in enzyma ic uni s pe
ml, e e ed as β-gal in his wo k.
The g ow h p ocess unde he induc ion condi ions has a simila beha iou as in he ini ial s age,
bu wi h o he model pa ame e alues, namely A1and B1. A e a ime xin he induc ion s age,
he OD o cul u e y( ), ha had been induced a a ime om he beginning o he expe imen ,
a ies along wha we shall call he -induc ion sequence acco ding o a unc ion y (x), which is he
solu ion o a di e en ial equa ion, simila o Eq. 1, such as
dy (x)
dx = y(y (x), A1, B1) (3)
Hence, he solu ion can be w i en explici ly as a unc ion o he model pa ame e s, and he ini ial
alue y( ) = y (0), in he o m
y =y (x, y( ), A1, B1) (4)
On he o he hand, o he gene exp ession p ocess along he induc ion s age, ha is he ecombinan
p o ein p oduc ion, we assume ha he p o ein has no any oxic e ec nei he o i sel , no o he
cul u e, and depends only on he OD o he g owing cul u e. De ails o expe imen al p ocedu e a e
gi en by Co che o e al. (1994), whe e he unc ional dependence o β-gal p oduc ion in e ms o
he OD o he induced cul u e has been p o ed.
Thus, along he -induc ion sequence, i y (x) is he OD o an induced cul u e, o a gi en induc ion
ime x, we can e alua e he p oduc ion p ocess by means o a unc ion β (x) = β(y (x)), depending
on whe he he ime e olu ion o he cul u e OD dependency o he p oduc is emphasized. Thus
β (x) ep esen s he yield o β-gal o he induc ion ime xin he same induc ion sequence. The
unc ional dependence β(y ) is s udied in he ollowing sec ions om an app oxima ion model gi en
by a i s o de di e en ial equa ion depending also on wo pa ame e s c1and c2:
dβ
dy
=φ(y , c1, c2) (5)
whe e φis an a bi a y unc ion o he speci ied a gumen s, whose solu ion can be w i en o each
-induc ion sequence om an ini ial condi ion c
0, so ha c
0=β(0), in he o m
β=β(y , c
0, c1, c2) (6)
3
No ice ha c
0is a unc ion o y( ), ha can be implici ly gi en by β(y( ), c
0, c1, c2) = 0, since a he
begining o he induc ion sequence he e is no p o ein yield.
The sub-index e e ed o he -induc ion sequence will be omi ed when he con ex p o ides su i-
cien in o ma ion.
Finally, he p oduc ion kine ics, he ime e olu ion o he p o ein p oduc ion, can be s udied by
composi ion o he di e en ial p ocesses exp essed in Eq. 3 and Eq. 5, so ha he co esponding
gene a ing ield is dβ
dx =dβ
dy
dy
dx =φ(y (x), c1, c2) y(y (x), A1, B1) (7)
Then, he uc ion ha desc ibes he p o ein p oduc ion in e ms o he induc ion ime xcan be
exp essed by ecu si e subs i u ion o Eq. 2 and Eq. 4 in Eq. 6.
3 Ma hema ical model
In he wo king condi ions, and o bo h expe imen s ( (a)E42, Table 4, wi h induc ion empe a u e
o cul u e a 42◦C, and (b)E40, Table 5, wi h induc ion empe a u e a 40◦C) he g ow h a e o
cul u e can be sa is ac o y desc ibed, be o e and du ing he induc ion phase, by using he equa ion
o limi ed g ow h o popula ion models (see e.g. Hi sch & Smale, 1974):
dy(x)
dx =y(x)(A+By(x)) (8)
wi h Aand Ba bi a y cons an s (A > 0 and B < 0).
A low OD’s, he g owing a e is nea ly cons an bu , a he same ime as he biomass is inc easing,
he exponen ial g ow h s ops and he OD o he cul u e ends o he asymp o ic alue
l=−A
B(9)
ha depends on he g ow h condi ions.
On he o he hand, acco ding o Co che o e al. (1994), a g owing cul u e which has been induced
o e a ime xp oduces an amoun o β-gal β(x), ha depends nea ly in a quad a ic way on he
biomass y(x) o ha cul u e. Thus, non cons an a e o p oduc ion, wi h e e ence o he cul u e
g ow h, may be e lec ed along he induc ion s age, e en hough oxic e ec s o he ecombinan
p o ein a e excluded om his wo k. Then he ela ionship be ween he amoun o ecombinan
p o ein β-gal and he OD o cul u e can be w i en as ollows,
β(y(x)) = c0+c1y(x) + c2y(x)2(10)
The co esponding di e en ial beha iou , acco ding o Eq. 5, will hen ha e he o m
dβ
dy =c1+ 2c2y(11)
The meaning o his ela ionship, om a biological iewpoin , is now in es iga ed by assuming ha
cell di ision is no in luenced by β-galac osidase p o ein, and ha c1and c2a e pa ame e s o he
model.
Along he induc ion s age he cul u e is g owing acco ding o Eq. 8, wi h a g ow h eloci y ygi en
by
y(y) = y(A+By) (12)
Thus, he unc ion y(y) is a pa abola wi h e ex a y=−A
2B, co esponding o an OD he hal o
he limi alue gi en by Eq. 9, and also co esponding o he maximum g ow h eloci y. Simila ly,
4

o he p oduc ion phase, a i s app oach could assume he same beha iou o he p o eins as o
he cul u e, ha is, du ing he induc ion s age he inc ease o β-gal is p opo ional o he inc ease
o biomass, i non-nega i e. Hence he p oduc ion eloci y o Eq. 7, namely β, could be exp essed
in his simple model as
β(y) = k y(y) (13)
wi h ka posi i e cons an . In ac , da a om Tables 4 and 5 sugges ha he inc easing o β-gal is
always associa ed wi h he inc easing o biomass (Flickinge & Rouse, 1993). Fu he mo e, no ice
ha he condi ion o inc easing biomass leads o a wo king in e al 0 ≤y≤l o he cul u e.
Ne e heless a mo e complex beha iou , consis en wi h Eq. 10, mus be adop ed, since he p oduc-
ion p o ein a e wi h espec o he cul u e g ow h is no cons an . Mo e speci ically, he OD o
cul u e co esponding o he maximum p oduc ion eloci y, namely m, could be di e en om he
OD o cul u e o he maximum g ow h eloci y, y=l/2.
The e o e, he gene al case o Eq. 7 mus be conside ed, acco ding o
β(y) = dβ
dy y(y); 0 < y < l (14)
aking in o accoun ha , i oxici y phenomena a e no p esen in he induc ion s age he ollowing
inequali y mus be sa is ied, in he wo king in e al:
dβ
dy ≥0 (15)
This si ua ion is s udied in he i s o de app oxima ion gi en by Eq. 11, which enable us o explain
in a simple way he asymme y ha he p oduc ion eloci y cu e may ha e wi h espec o he
cul u e g ow h eloci y cu e.
4 Asymme y be ween p oduc ion and g ow h
In o de o compa e bo h eloci y cu es o Eq. 14, he unc ion in he igh hand side membe o
Eq. 11 will be deno ed, acco ding o Eq. 5, as
φ(y) = c1+ 2c2y(16)
Then Eq. 14 becomes
β(y) = φ(y) y(y) (17)
The condi ion exp essed by Eq. 15 implies φ(y)≥0 in he wo king in e al, and hen i is easy o
deduce ha : (a) In any case c1mus be posi i e. (b) I c2= 0 bo h eloci ies a e p opo ional and
hey ha e a common maximum a m=l/2. (c) I c2>0 he maximum p oduc ion eloci y is eached
a e he maximum g ow h eloci y o he cul u e, and m > l/2. (d) I c2<0, since c1≥ −2c2yis
ul illed in he in e al 0 ≤y≤l, and he maximum alue o he igh hand side membe is held a
y=l, hen he ollowing inequali y mus be sa is ied:
c1≥ −2c2l(18)
Thus he maximum p oduc ion eloci y is eached be o e he maximum g ow h eloci y o he cul u e,
and m < l/2 is also held.
The h ee unc ions in ol ed in Eq. 17 a e non-nega i e o alues o he OD wi hin he wo king
in e al, and in i s bounds β(0) and β(l) a e null. Fu he mo e, aking in o accoun he polynomial
o m o β(y), i is easy o see ha he e is a single maximum on his in e al. Thus, by assuming
5
Exp. l/2ǫ
E42 1.38 ±0.05 0
E40 1.71 ±0.03 0.36 ±0.03
Table 1: Pa ame e s desc ibing he asymme y be ween β-gal p oduc ion and cul u e g ow h om Eq. 20.
c26= 0, he ela i e posi ion ǫo he abscissa m e e ed o he alue l/2, co esponding o he
maximum g ow h eloci y o cul u e y(y), is in oduced
m=l/2 + ǫ(19)
Then he abcissa o he maximum can be w i en, in e ms o an auxilia y pa ame e α=l+c1
c2, as
ollows
ǫ=sign(c2)1
|α|+q|α|2+ 3l2
l2
2(20)
Abo e exp ession is also use ul in o de o see how a can he maximum mo es a ound he cen al
alue y=l/2, being consis en wi h he condi ion o Eq. 15. No ice ha |ǫ|is a dec easing mono onic
unc ion o |α|, and om Eq. 18 i is easy o see ha |α| ≥ l. The e o e, om Eq. 20, by subs i u ion
o his minimum alue o |α|, we ge he admissible ange |ǫ| ≤ l
6. Also, aking in o accoun Eq.
19, we can conclude ha ou model enable us o explain a maximum p oduc ion eloci iy in he
ollowing ange o alues 1
3l≤m≤2
3l(21)
No ice ha i ǫ > 0 he age o signi ican p oduc ion is delayed owa ds high alues o OD, while
o low OD’s he p oduc ion would be insigni ican . I ǫ < 0 he beha iou is in he opposi e way.
5 P oduc ion kine ics
In his sec ion, o a gi en -induc ion sequence, we s udy he ime e olu ion o he p oduc con en
β (x) = β(y (x)) ha is p esen in he cul u e a an age xo he induc ion s age. Remembe ha he
cul u e wi h OD y (x) has been induced a a ime om he beginning o he expe imen . Following
he p oposed app oxima ion, acco ding o Eq. 8 and Eq. 11, we can w i e Eq. 7 as ollows
dβ
dx = (c1+ 2c2y (x))(A+By (x))y (x) (22)
whe e c1>0, A > 0 and B < 0. Then, when he induc ion ime x→ ∞, he OD o cul u e ends o
he limi lgi en by Eq. 9. Hence he unc ion β (x) ends o he asymp o ic alue
lim
x→∞ β (x) = β(l) (23)
Tha is, om a su icien la ge in e al o ime, he p oduc concen a ion becomes nea ly s a iona y.
Mo eo e , since he ac o c1+ 2c2y o Eq. 22 is non-nega i e in he wo king in e al 0 ≤y≤l, his
asymp o ic alue is he maximum yield ha can be eached.
Thus he unc ion β (x) does no ha e any maximum be o e eaching hei asymp o ic alue, and,
o any induc ion sequence, he kine ic o he p oduc has a mono onic inc easing cu e along all he
induc ion p ocess.
In o de o ob ain he unc ion β (x) we mus ake in o accoun how he cul u e is g owing be o e
and du ing he induc ion s age, since he unc ion y (x) depends also on he OD o cul u e jus a
he beginning o he -induc ion sequence, y( ) = y (0). Thus we w i e, acco ding o he solu ion o
6
Eq. 8, he ela ionship desc ibing he biomass e olu ion o a cul u e ha has been induced o e a
ime x,
y (x) = A1y( )eA1x
A1+ (1 −eA1x)B1y( )(24)
The sub-index 1 is used o dis inguish he induc ion s age, and he alue y( ) ep esen s he OD o
he cul u e a he beginning o he induc ion sequence, acco ding o
y( ) = A0y0eA0
A0+ (1 −eA0 )B0y0
(25)
In he la e equa ion y0is he ini ial amoun o cul u e a he beginning o he expe imen , and he
sub-index 0 is used o dis inguish he g owing s age be o e he induc ion.
Finally, he p oduc ion o β-gal in e ms o he induc ion ime xis ob ained om Eq. 10, also
combined wi h Eq. 24 and Eq. 25, by assuming ha in he beginning o he -induc ion sequence
he e is no any signi ica i e amoun o p oduc ,
β (x) = c1(y (x)−y( )) + c2(y (x)2−y( )2) (26)
Some imes he o egoing equa ion will be used in o de o desc ibe he ime e olu ion o β-gal, and
some imes he p oduc ion in e ms o OD o he induced cul u e. Some consequences and ea u es
o hese equa ions will be poin ed ou in he las sec ion.
6 Cul u e g ow h pa ame e s
The algo i hm o es ima e he g ow h pa ame e s Aand Bo Eq. 8 o he induc ion s age, as well
as in he ini ial phase, is based on he ime equidis ibu ion o he OD samples, as i is shown in
Table 4 and Table 5 o bo h expe imen s.
By in e ing ha exp ession, a linea dependence be ween he in e se o he OD o wo consecu i e
cul u e samples wi h an a bi a y ime sepa a ion ∆x=x−x0is ob ained,
1
y(x)=e−A(x−x0)1
y(x0)−B
A(1 −e−A(x−x0)) (27)
Hence, by de ining
a=e−A∆x
b=−B
A(1 −e−A∆x)
zk=1
yk
(28)
and main aining he ime in e al ∆xcons an o any couple o consecu i e samples, Eq. 27 can be
w i en in a simple and ecu si e way as ollows:
(ξk, ηk) = (zk−1, zk), ηk=aξk+b;k= 1,...,n−1 (29)
Thus, i all he poin s (ξk, ηk) a e g aphically ep esen ed, a s aigh line is ob ained. This equa ion
will be used in o de o compu e he auxilia y pa ame e s aand b o he cul u e g ow h by means
o a linea leas squa es app oxima ion, and by aking in o accoun he co a iance ma ix o e o s.
The p ocedu e can be b ie ly desc ibed as ollows. The OD measu emen s yka e ob ained wi h
independen e o s ∆yk, wi h ze o means and common a iance σ2
OD. The e o s o zka e e alua ed
acco ding o he linea app oxima ion om Eq. 28, ∆zk≃ −∆yk/y2
k, so ha he accu acy o zkis
gi en by he a iance
V(∆zk) = z4
kσ2
OD (30)
7
expe imen E42 E40
s age ini ial induc ion ini ial induc ion
a0.373 ±0.036 0.189 ±0.046 0.725 ±0.024 0.525 ±0.011
b0.279 ±0.029 0.295 ±0.024 0.089 ±0.046 0.139 ±0.005
co (a, b) -0.0009 -0.0011 -0.0011 -0.00005
A0.987 ±0.095 1.665 ±0.244 0.643 ±0.066 1.290 ±0.042
B-0.438 ±0.062 -0.605 ±0.103 -0.208 ±0.1114 -0.377 ±0.017
co (A, B) -0.0057 -0.0249 -0.0071 -0.0007
sOD 0.09 0.25 0.03 0.13
Table 2: Cul u e g ow h pa ame e s, es ima ed e o s and co a iances o he es ima es, om Eq. 38 and Eq. 8, wi h
weigh ed RMS e o sOD o cul u e OD om Eq. 42. The pa ame e s aand ba e ela ed o he s aigh lines o
Figu es 1 and 2.
Thus Eq. 29, a sys em o n−1 equa ions may be explici ly w i en wi h he co esponding e o s as
ollows
zk=a zk−1+b+δk;δk=a∆zk−1−∆zk;k= 1,...,n−1 (31)
Hence he e o associa ed wi h each equa ion depends on he unknown pa ame e aand, aking in o
accoun Eq. 30 and Eq. 31, he e o s o Eq. 31 sys em a e co ela ed acco ding o he ollowing
co a iance ma ix o e o ec o ~
δ,
E(~
δ~
δ ) = σ2
ODVz=σ2
OD









z4
1+a2z4
0−az4
10... 0
−az4
1z4
2+a2z4
1−az4
2... .
.
.
0−az4
2... 0
.
.
....−az4
n−2
0... 0−az4
n−2z4
n−1+a2z4
n−2









(32)
whe e Edeno es he expec a ion and he symbol means anspose.
I is well known ha he alue σ2
OD is no necessa y in o de o es ima e he pa ame e s aand b.
Howe e , since he ma ix Vzdepends on a, he es ima ion mus be done i e a i ely, by e alua ing
Vzin each s ep, and by assuming he ini ial co a iance ma ix as he iden i y ma ix. On he o he
hand, σ2
OD mus be known in o de o e alua e he co a iance ma ix o es ima o s V(a,b), hen an
unbiased es ima o s2
OD o σ2
OD (S ua & O d, 1991, pp.723 and 737) is gi en by he ollowing inne
p oduc , whe e ~η is he ec o o expe imen al alues, and ~η ∗is he p edic ed alues ec o ,
s2
OD =1
n−3(~η −a~η ∗) V−1
z(~η −a~η ∗) (33)
No e ha his is equi alen o e alua e a weigh ed oo mean squa e (RMS) e o wi h espec o he
in e ed co a iance ma ix, o e he numbe o deg ees o eedom, n−3, o he p oblem. Finally, he
co a iance ma ix o pa ame e s Aand B,V(A,B), is ob ained by e o p opaga ion app oxima ion
om he jacobian ma ix J, and he co a iance ma ix V(a,b)(see e.g. Ba low, 1989)
V(A,B)=J V(a,b)J ;J=∂(A, B)
∂(a, b)(34)
The es ima es and co esponding e o s o aand b, as well as o he pa ame e s Aand B,
a e lis ed in Table 2. Also he weigh ed RMS e o s2
OD is gi en o OD es ima ions. No e ha
leas squa es app oxima ion p o ides us wi h unbiased es ima o s o he pa ame e s and o sampling
a iances and co a iances o he es ima o s, wi hou assump ions conce ning he o ms o he e o
dis ibu ion (S ua & O d, 1991, p.716). This is only necessa y when es ing hypo heses abou he
8