A Bayesian Robust Observation Design Approach for Systems with (Large) Parametric Uncertainties
| العنوان: | A Bayesian Robust Observation Design Approach for Systems with (Large) Parametric Uncertainties |
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| المؤلفون: | Xiaoke Su, Hong Yue, Xian Wei, Hui Yu |
| المصدر: | IFAC-PapersOnLine. 53:16506-16511 |
| بيانات النشر: | Elsevier BV, 2020. |
| سنة النشر: | 2020 |
| مصطلحات موضوعية: | 0209 industrial biotechnology, Mathematical optimization, Computer science, TK, 020208 electrical & electronic engineering, Bayesian probability, Posterior probability, Sampling (statistics), 02 engineering and technology, Scheduling (computing), symbols.namesake, 020901 industrial engineering & automation, Brittleness, Control and Systems Engineering, Convex optimization, 0202 electrical engineering, electronic engineering, information engineering, symbols, Bayesian experimental design, Gaussian quadrature, Parametric statistics |
| الوصف: | Classical optimal experimental design (OED) methods have not been fully exploited in modeling of complex systems, due to the brittle design results generated based on prior models and computational burden in the optimization scheme. In this work, a novel method for robust experimental design (RED) of combined measurement set selection and sampling time scheduling has been proposed for systems with large parameter uncertainties. A Bayesian design framework is employed, involving Gaussian quadrature formula (GQF) approximation of the expected performance of the posterior distribution over uncertain parameter domain. The robust Bayesian experimental design (BED) has been relaxed to a semi-definite programming (SDP) problem which can be solved as a convex optimization problem. The proposed method has been examined by simulation studies on a lab-scale enzymatic biodiesel production system, with results compared to OED and uniform sampling under two design scenarios. |
| وصف الملف: | application/pdf |
| تدمد: | 2405-8963 1474-6670 |
| URL الوصول: | https://explore.openaire.eu/search/publication?articleId=doi_dedup___::83ff5e168d771491227c27e5be2a5f20 https://doi.org/10.1016/j.ifacol.2020.12.757 |
| حقوق: | OPEN |
| رقم الأكسشن: | edsair.doi.dedup.....83ff5e168d771491227c27e5be2a5f20 |
| قاعدة البيانات: | OpenAIRE |
| تدمد: | 24058963 14746670 |
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