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Full column rank of the sensitivity Jacobian implies local identifiability
Statement
Let be open with , let be the joint observation map of Finite nonlinear observation designs, local identifiability, and weighted information, and fix . If its Jacobian has full column rank, then is injective on an open neighborhood of ; hence the model is locally identifiable at for this design.
Facts & Assumptions
Given: The open parameter domain, the joint observation map, and full column rank of .
Finite nonlinear observation designs, local identifiability, and weighted information: the finite stacked observation map is with derivative ; local identifiability means injectivity on some open neighborhood, and full column rank means the Jacobian has linearly independent columns.
Row space, column space, nullspace, row rank, column rank and matrix rank and Row rank equals column rank, and both equal the number of pivots: the rank of a finite matrix is the dimension of its column space.
If and is a linear subspace of , then is finite-dimensional, , and if and only if : a linearly independent list in has length at most .
A matrix has rank at least exactly when it has a nonzero -rowed minor: a real matrix has rank at least exactly when it has a nonzero -rowed minor.
A finite square real matrix is invertible if and only if its determinant is nonzero: a positive-sized square real matrix with nonzero determinant is invertible.
The chain rule for total derivatives: : the derivative of a composition is the composition of the derivatives.
The Euclidean inverse function theorem: a map between open subsets of with invertible derivative at is injective on some open neighborhood of .
Proof
Full column rank means the columns of are independent. They lie in , so [F3] gives . By [F2] the matrix rank is , and [F4] supplies a set of rows whose square submatrix has nonzero determinant.
By [F5], is invertible. Let be the coordinate projection onto the rows in , and set . The linear map has derivative , since its linear first-order expansion has zero remainder. Thus [F1] and [F6] give for every ; this derivative is continuous, so is , and .
Apply [F7] to : there is an open neighborhood of on which is injective. If satisfy , then applying gives , hence . Thus is injective on , which is local identifiability by [F1]. The argument selects one of finitely many row minors and uses no choice axiom.
Depends on
- Finite nonlinear observation designs, local identifiability, and weighted information
- Row space, column space, nullspace, row rank, column rank and matrix rank
- A matrix has rank at least $r$ exactly when it has a nonzero $r$-rowed minor
- The chain rule for total derivatives: $D(g\circ f)(a)=Dg(f(a))\circ Df(a)$
- If $\dim_F V = n$ and $U$ is a linear subspace of $V$, then $U$ is finite-dimensional, $\dim_F U \le n$, and $\dim_F U = n$ if and only if $U = V$
- The Euclidean inverse function theorem
- A finite square real matrix is invertible if and only if its determinant is nonzero
- Row rank equals column rank, and both equal the number of pivots
Used by
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Sources
- J. Lebl, Basic Analysis II, Theorem 8.5.1 (standard reference, not scraped)
- Leah R. McLean et al., Estimability Analysis and Optimal Design in Dynamic Multi-scale Models of Cardiac Electrophysiology, §2.1 (standard reference, not scraped)