DocumentCode
614839
Title
Profile-based sensitivity in the design of experiments for parameter precision
Author
Sulieman, Hana
Author_Institution
Dept. of Math. & Stat., American Univ. of Sharjah, Sharjah, United Arab Emirates
fYear
2013
fDate
28-30 April 2013
Firstpage
1
Lastpage
4
Abstract
D-optimal experimental designs for precise parameter estimation are designs which minimize the determinant of the variance-covariance matrix of the parameter estimates based on the conventional parametric sensitivity coefficients. These coefficients are local measures of sensitivity defined by the first-order derivative of system model function with respect to parameters of interest. For nonlinear models, linear sensitivity information fail to gouge the sensitivity behavior of the model and hence, the resulting determinant of variance-covariance matrix may not give a true indication of the volume of the joint inference region for system parameters. In this article, we employ the profile-based sensitivity coefficients developed by Sulieman et.al. (2001, 2004)in the D-optimal experimental designs. Profile-based sensitivity coefficients account for both model nonlinearity and parameter estimate correlations and are, therefore, expected to yield better precision of parameter estimates when used in the optimization of particular experimental design criteria. Some characteristics of the profile-based designs and related computational aspects are discussed. Application of the new designs to nonlinear model case is also presented.
Keywords
covariance matrices; design of experiments; parameter estimation; D-optimal experimental designs; design of experiments; first-order derivative; joint inference region; linear sensitivity information; nonlinear models; optimization; parameter estimation; parametric sensitivity coefficients; profile-based sensitivity; variance-covariance matrix; Computational modeling; Correlation; Equations; Mathematical model; Reliability; Sensitivity; Vectors;
fLanguage
English
Publisher
ieee
Conference_Titel
Modeling, Simulation and Applied Optimization (ICMSAO), 2013 5th International Conference on
Conference_Location
Hammamet
Print_ISBN
978-1-4673-5812-5
Type
conf
DOI
10.1109/ICMSAO.2013.6552664
Filename
6552664
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