首页 | 本学科首页   官方微博 | 高级检索  
     


Optimum experimental designs for dynamic systems in the presence of correlated errors
Authors:Maciej Patan  Barbara Bogacka
Affiliation:a Institute of Control and Computation Engineering, University of Zielona Góra, ul. Podgórna 50, 65-246 Zielona Góra, Poland
b School of Mathematical Sciences, Queen Mary, University of London, UK
Abstract:The problem of determining an optimal measurement time schedule for identification of unknown parameters in multiresponse systems when correlations between observations occur is considered. The measurement process is performed by collecting data at discrete time instants from several outputs. An observation plan is proposed based on a scalar measure of the Fisher information matrix as the design criterion quantifying the accuracy of parameter estimators. A numerical procedure is proposed to determine approximations of optimum designs in the case of correlated measurement errors. The approach is illustrated with an example of the multi-output system of equations describing a chemical kinetic reaction.
Keywords:Multiresponse non-linear model  Precise parameter estimation  Correlated measurements
本文献已被 ScienceDirect 等数据库收录!
设为首页 | 免责声明 | 关于勤云 | 加入收藏

Copyright©北京勤云科技发展有限公司  京ICP备09084417号