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A backoff strategy for model‐based experiment design under parametric uncertainty

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TLDR
In this paper, a general methodology is proposed to formulate and solve the experiment design problem by explicitly taking into account the presence of parametric uncertainty, so as to ensure both feasibility and optimality of the planned experiment.
Abstract
Model-based experiment design techniques are an effective tool for the rapid development and assessment of dynamic deterministic models, yielding the most informative process data to be used for the estimation of the process model parameters. A particular advantage of the model-based approach is that it permits the definition of a set of constraints on the experiment design variables and on the predicted responses. However, uncertainty in the model parameters can lead the constrained design procedure to predict experiments that turn out to be, in practice, suboptimal, thus decreasing the effectiveness of the experiment design session. Additionally, in the presence of parametric mismatch, the feasibility constraints may well turn out to be violated when that optimally designed experiment is performed, leading in the best case to less informative data sets or, in the worst case, to an infeasible or unsafe experiment. In this article, a general methodology is proposed to formulate and solve the experiment design problem by explicitly taking into account the presence of parametric uncertainty, so as to ensure both feasibility and optimality of the planned experiment. A prediction of the system responses for the given parameter distribution is used to evaluate and update suitable backoffs from the nominal constraints, which are used in the design session to keep the system within a feasible region with specified probability. This approach is particularly useful when designing optimal experiments starting from limited preliminary knowledge of the parameter set, with great improvement in terms of design efficiency and flexibility of the overall iterative model development scheme. The effectiveness of the proposed methodology is demonstrated and discussed by simulation through two illustrative case studies concerning the parameter identification of physiological models related to diabetes and cancer care. © 2009 American Institute of Chemical Engineers AIChE J, 2010

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Journal ArticleDOI

Linking Models and Experiments

TL;DR: It is argued that there are still substantial challenges to be addressed along the lines of model structure selection, identifiability, experiment design, nonlinear parameter estimation, model validation, model improvement, online model adaptation, model portability, modeling of complex systems, numerical methods, software environments, and implementation aspects.
Journal ArticleDOI

Approximate robust optimization of nonlinear systems under parametric uncertainty and process noise

TL;DR: In this paper, two computationally tractable methods are exploited to approximately solve the robust dynamic optimization problem, based on a linearization approach and an unscented transformation to construct an estimation of the uncertainty propagation.
Journal ArticleDOI

Dynamic optimization of biological networks under parametric uncertainty

TL;DR: Three techniques for uncertainty propagation: linearization, sigma points and polynomial chaos expansion, are compared for the dynamic optimization of biological networks under parametric uncertainty and the different uncertainty propagation strategies each offer a robustified solution underParametric uncertainty.
Journal ArticleDOI

Optimization of grade transitions in polyethylene solution polymerization process under uncertainty

TL;DR: This study applies robust optimization formulations through the incorporation of back-off constraints within the optimization problem, and the resulting solution is shown to be robust under various uncertainty levels with minimal performance loss.
Journal ArticleDOI

A general model-based design of experiments approach to achieve practical identifiability of pharmacokinetic and pharmacodynamic models

TL;DR: A systematic procedure coupling the numerical assessment of structural identifiability with advanced model-based design of experiments formulations is presented, and a general approach to design experiments in an optimal way is proposed, detecting a proper set of experimental settings that ensure the practical identifiable of PK–PD models.
References
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Organizational research: Determining appropriate sample size in survey research

TL;DR: In this article, the procedures for determining sample size for continuous and categorical variables using Cochran's (1977) formulas are described, and a table is provided that can be used to select the sample size of a research problem based on three alpha levels and a set error rate.
Book

Optimal Design of Experiments

TL;DR: Experimental designs in linear models Optimal designs for Scalar Parameter Systems Information Matrices Loewner Optimality Real Optimality Criteria Matrix Means The General Equivalence Theorem Optimal Moment Matrices and Optimal Designs D-, A-, E-, T-Optimality Admissibility of moment and information matrices Bayes Designs and Discrimination Designs Efficient Designs for Finite Sample Sizes Invariant Design Problems Kiefer Optimality Rotatability and Response Surface Designs Comments and References Biographies Bibliography Index as discussed by the authors
Journal ArticleDOI

A quantitative model-independent method for global sensitivity analysis of model output

TL;DR: In this paper, the Fourier amplitude sensitivity test (FAST) has been extended to include all the interaction terms involving a factor and the main effect of the factor's main effect.
Journal ArticleDOI

Model-based design of experiments for parameter precision: State of the art

TL;DR: An overview and critical analysis of the state of the art in this sector are proposed and the main contributions to model-based experiment design procedures in terms of novel criteria, mathematical formulations and numerical implementations are highlighted.
Journal ArticleDOI

Solution of a Class of Multistage Dynamic Optimization Problems. 2. Problems with Path Constraints

TL;DR: In this paper, the treatment of general equality and inequality path constraints in the context of the control vector parametrization approach to the optimization of dynamic systems described by mixed sets of differential and algebraic equations (DAEs) of index not exceeding 1.
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