Title
An economic objective for the optimal experiment design of nonlinear dynamic processes.
Abstract
State-of-the-art formulations of optimal experiment design problems are typically based on a design criterion which allows us to optimize a scalar map of the predicted variance–covariance matrix of the parameter estimate. Famous examples for such scalar objectives are the A-criterion, the E-criterion, or the D-criterion, which aim at minimizing the trace, maximum eigenvalue, or determinant of the variance–covariance matrix. In this paper, we propose a different way of deriving an economic design criterion for the optimal experiment design. Here, the corresponding analysis is based on the assumption that our ultimate goal is to solve an optimization problem with a given economic objective that depends on uncertain parameters, which have to be estimated by the experiment. We illustrate the approach by studying a fedbatch bioreactor.
Year
DOI
Venue
2015
10.1016/j.automatica.2014.10.100
Automatica
Keywords
Field
DocType
Parameter estimation,Optimal experiment design,Nonlinear systems
Mathematical optimization,Nonlinear system,Matrix (mathematics),Control theory,Scalar (physics),Estimation theory,Economic design,Maximum eigenvalue,Optimization problem,Mathematics,Design of experiments
Journal
Volume
Issue
ISSN
51
1
0005-1098
Citations 
PageRank 
References 
4
0.48
4
Authors
5
Name
Order
Citations
PageRank
Boris Houska121426.14
Dries Telen2204.08
Filip Logist36410.75
Moritz Diehl41343134.37
Jan F. M. Van Impe55811.27