Near-optimal time series sampling based on the reduced Hessian

被引:4
|
作者
Chen, Weifeng [1 ]
Biegler, Lorenz T. [2 ]
机构
[1] Zhejiang Univ Technol, Coll Informat Engn, Hangzhou, Peoples R China
[2] Carnegie Mellon Univ, Dept Chem Engn, Ctr Adv Proc Decis Making, 5000 Forbes Ave, Pittsburgh, PA 15213 USA
基金
中国国家自然科学基金;
关键词
experimental design; mixed integer nonlinear programming; nonlinear optimization; parameter estimation; OPTIMIZATION STRATEGIES; PARAMETER-ESTIMATION; EXPERIMENTAL-DESIGN; SELECTION; MODEL;
D O I
10.1002/aic.16248
中图分类号
TQ [化学工业];
学科分类号
0817 ;
摘要
A model-based experimental design strategy is developed to select a minimal set of measured points from a time series of experiments. Based on reduced Hessian information embedded within a mixed integer nonlinear program, an optimal time series is determined that leads to well-fitted models, with ratios of parameter standard deviation to estimated value within acceptable bounds. Demonstrated on three examples, the proposed approach is effective and efficient especially for time-consuming and expensive measurements.
引用
收藏
页数:6
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