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

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. (C) 2018 Institution of Chemical Engineers. Published by Elsevier B.V. All rights reserved.