The aim of this Faraday Partnership project is to better understand the meaning of physical parameters in an imperfect model class. The benefits of using Bayesian and Markov Chain Monte Carlo techniques for parameter estimation in physical systems is investigated, in particular the inclusion of information on observable noise in the estimation process. The research has addressed some of the mathematical and statistical issues relating to the modelling of grid frequency.

Project staff and support

Milena Cuellar (Postgraduate Faraday Associate, London School of Economics)
Lenny Smith (Academic supervisor, London School of Economics)
Melvin Brown (Technology Translator, Smith Institute)

This project was carried out at the London School of Economics, in conjunction with the National Grid Company. It was funded directly by the National Grid Company. Start date: January 2002; duration: 3 years.