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Robust Optimal Experiment Design: A Multi-Objective Approach

机译:鲁棒优化实验设计:多目标方法

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Optimal Experiment Design (OED) is an indispensable tool in order to reduce the amount of labour and cost intensive experiments in the modelling phase. The unknown parameters are often non-linearly present in the dynamic process models. This means that the Fisher Information Matrix also depends on the current guess for the parameters. In the early stage of the modelling phase these estimates are often highly uncertain. So designing an optimal experiment without taking this uncertainty into account is troublesome. In order to obtain an informative experiment, a robust optimisation approach is necessary. In recent work a formulation using an implicit weighted sum approach is proposed where the objective function is split in a nominal optimal experiment design part and a robust counterpart. This weighted sum has well known drawbacks in a Multi-Objective Optimisation approach. In this work these objectives are studied using advanced methods like the Normal Boundary Intersection and the Normalised Normal Constraint. In this way, the experimenter gets an overview of the different experiments possible. Furthermore, in past work the necessary third order derivatives are approximated using a finite different approach. The results in this work are obtained using exact third order and fourth order derivatives by exploiting the symbolic and automatic derivation methods implemented in the ACADO-toolkit.
机译:最佳实验设计(OED)是一种不可或缺的工具,以减少建模阶段的劳动量和成本密集实验。未知参数通常在动态过程模型中非线性存在。这意味着Fisher信息矩阵也取决于当前对参数的猜测。在建模阶段的早期阶段,这些估计通常是非常不确定的。因此,在不考虑这种不确定性的情况下设计最佳实验是麻烦的。为了获得信息丰富的实验,需要一种强大的优化方法。在最近的工作中,提出了使用隐式加权方法的制定,其中目标函数在标称最佳实验设计部分和稳健的对应物中分开。该加权总和在多目标优化方法中具有众所周知的缺点。在这项工作中,使用像普通边界交叉口等先进方法和规范化的正常约束等先进方法研究了这些目标。通过这种方式,实验者可以概述不同的实验。此外,在过去的工作中,使用有限的不同方法来近似必要的第三阶衍生物。通过利用Acco-Toolkit中实现的符号和自动推导方法,使用精确的三阶和四阶衍生物获得该工作的结果。

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