不确定性下贝叶斯风险最小化的最优实验活动

Q3 Engineering
Benoît Chachuat , Marco Sandrin , Constantinos C. Pantelides
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引用次数: 0

摘要

应用基于模型的实验设计来计算具有多个并行运行的信息量最大的运动是具有挑战性的。在此,我们开发了一个系统的框架,将模型参数精度的实验设计问题重新定义为具有不同不确定参数实现的多个竞争模型之间的区分问题。我们使用贝叶斯风险的代数上界作为信息标准,并应用一个搜索过程,该过程在基于努力的优化步骤和基于梯度的细化步骤之间迭代。通过对进料间歇反应器的案例研究,我们表明贝叶斯风险识别策略可以提供高信息量的实验活动,以提高参数精度,同时与传统的基于fim的设计策略相比,在计算上具有优势,并且能够处理结构上无法识别的问题。
本文章由计算机程序翻译,如有差异,请以英文原文为准。
Optimal Experiment Campaigns under Uncertainty Minimizing Bayes Risk⁎
Applying model-based design of experiments to compute maximally-informative campaigns with multiple parallel runs is challenging. Herein, we develop a systematic framework for recasting an experiment design problem for model parameter precision as one of discrimination between multiple rival models with different uncertain parameter realizations. We use an algebraic upper bound on the Bayes Risk as information criterion and apply a search procedure that iterates between an effort-based optimization step followed by a gradient-based refinement step. Through the case study of a fed-batch reactor, we show that a Bayes Risk discrimination strategy can provide highly-informative experimental campaigns to improve parameter precision, while being computationally advantageous compared to conventional FIM-based design strategies and capable of handling structurally unidentifiable problems.
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来源期刊
IFAC-PapersOnLine
IFAC-PapersOnLine Engineering-Control and Systems Engineering
CiteScore
1.70
自引率
0.00%
发文量
1122
期刊介绍: All papers from IFAC meetings are published, in partnership with Elsevier, the IFAC Publisher, in theIFAC-PapersOnLine proceedings series hosted at the ScienceDirect web service. This series includes papers previously published in the IFAC website.The main features of the IFAC-PapersOnLine series are: -Online archive including papers from IFAC Symposia, Congresses, Conferences, and most Workshops. -All papers accepted at the meeting are published in PDF format - searchable and citable. -All papers published on the web site can be cited using the IFAC PapersOnLine ISSN and the individual paper DOI (Digital Object Identifier). The site is Open Access in nature - no charge is made to individuals for reading or downloading. Copyright of all papers belongs to IFAC and must be referenced if derivative journal papers are produced from the conference papers. All papers published in IFAC-PapersOnLine have undergone a peer review selection process according to the IFAC rules.
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