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Model-based design of experiments in the presence of structural model uncertainty: an extended information matrix approach

Quaglio, M; Fraga, E; Galvanin, F; (2018) Model-based design of experiments in the presence of structural model uncertainty: an extended information matrix approach. Chemical Engineering Research and Design , 136 pp. 129-143. 10.1016/j.cherd.2018.04.041. Green open access

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Abstract

The identification of a parametric model, once a suitable model structure is proposed, requires the estimation of its non-measurable parameters. Model-based design of experiment (MBDoE) methods have been proposed in the literature for maximising the collection of information whenever there is a limited amount of resources available for conducting the experiments. Conventional MBDoE methods do not take into account the structural uncertainty on the model equations and this may lead to a substantial miscalculation of the information in the experimental design stage. In this work, an extended formulation of the Fisher information matrix is proposed as a metric of information accounting for model misspecification. The properties of the extended Fisher information matrix are presented and discussed with the support of two simulated case studies.

Type: Article
Title: Model-based design of experiments in the presence of structural model uncertainty: an extended information matrix approach
Open access status: An open access version is available from UCL Discovery
DOI: 10.1016/j.cherd.2018.04.041
Publisher version: http://doi.org/10.1016/j.cherd.2018.04.041
Language: English
Additional information: This version is the author accepted manuscript. For information on re-use, please refer to the publisher’s terms and conditions.
Keywords: Model identification; Maximum likelihood; Design of experiments; Fisher information
UCL classification: UCL
UCL > Provost and Vice Provost Offices > UCL BEAMS
UCL > Provost and Vice Provost Offices > UCL BEAMS > Faculty of Engineering Science
UCL > Provost and Vice Provost Offices > UCL BEAMS > Faculty of Engineering Science > Dept of Chemical Engineering
URI: https://discovery.ucl.ac.uk/id/eprint/10047976
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