Title: Model-based design of optimal experiments using exact confidence regions
Speaker: Dr Radoslav Paulen
Affiliation: Institute of Information Engineering, Automation and Mathematics, Slovak University of Technology
Location: 218 Huxley Building
Time: 16:00 – 17:00

Abstract. This talk discusses a model-based optimal experiment design (OED) for nonlinear systems. OED represents a methodology for optimizing the geometry of the parametric joint-confidence regions, which are obtained in an a posteriori analysis of the parameter estimates. The optimal design is achieved by using the available (experimental) degrees of freedom such that more informative measurements are obtained. Unlike the commonly used approaches, which base the OED procedure upon the linearized CRs, we explore a path where we explicitly consider the exact CRs in the OED framework. We use a methodology for a finite parameterization of the exact CRs within the OED problem. The employed techniques give the OED problem as a finite-dimensional mathematical program of a bilevel nature. We discuss the use of several solution techniques tailored to the problem. Finally, we illustrate the methodology on few small-scale case studies and compare the resulting optimal designs with the commonly used linearization-based approach.

Biography. Dr Radoslav Paulen currently works at the Institute of Information Engineering, Automation and Mathematics at Slovak University of Technology in Bratislava. He does research in Modelling, Parameter Estimation, Optimization and Advanced Control of Dynamic Systems. The group of Dr Paulen concentrates on research in estimation and optimal control of nonlinear dynamic systems with applications in chemical and biochemical processes. The main research topics include (i) guaranteed and statistical parameter estimation, and (ii) dynamic optimization, global optimization, predictive control.