Title
Multi-purpose economic optimal experiment design applied to model based optimal control.
Abstract
Abstract In contrast to classical experiment design methods, often based on alphabetic criteria, economic optimal experiment design assumes that our ultimate goal is to solve an optimization or optimal control problem. As the system parameters of physical models are in practice always estimated from measurements, they cannot be assumed to be exact. Thus, if we solve the model based optimization problem using the estimated, non-exact parameters, an inevitable loss of optimality is faced. The aim of economic optimal experiment design is precisely to plan an experiment in such a way that the expected loss of optimality in the optimization is minimized. This paper analyzes the question how to design economic experiments under the assumption that we have more than one candidate objective function. Here, we want to take measurements and estimate the parameters before we actually decide which objective we want to minimize.
Year
DOI
Venue
2016
10.1016/j.compchemeng.2016.07.004
Computers & Chemical Engineering
Keywords
Field
DocType
Optimal experiment design,Optimality loss,Multi-purpose design,Optimal control,Variance–covariance matrix
Expected loss,Physical model,Mathematical optimization,Optimal control,Covariance matrix,Optimization problem,Mathematics,Design of experiments
Journal
Volume
ISSN
Citations 
94
0098-1354
1
PageRank 
References 
Authors
0.36
10
4
Name
Order
Citations
PageRank
Dries Telen1204.08
Boris Houska221426.14
Filip Logist36410.75
Jan F. M. Van Impe45811.27