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Experiment design for bounded-error models

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  • Pronzato, Luc
  • Walter, Eric

Abstract

The problem of experiment design for parameter bounding is addressed. The measurement errors are assumed to be bounded, with no other hypothesis on their distribution. An experiment is defined as optimal when it minimizes the volume of the set of the parameters that are consistent with the data, model structure, and error bounds. Linear and nonlinear model structures are considered, with special attention to situations where the set of consistent parameters may be disconnected.

Suggested Citation

  • Pronzato, Luc & Walter, Eric, 1990. "Experiment design for bounded-error models," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 32(5), pages 571-584.
    • Handle: RePEc:eee:matcom:v:32:y:1990:i:5:p:571-584
    DOI: 10.1016/0378-4754(90)90013-9
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    References listed on IDEAS

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    1. Clement, Thierry & Gentil, Sylviane, 1988. "Reformulation of parameter identification with unknown-but-bounded errors," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 30(3), pages 257-270.
    2. Mo, S.H. & Norton, J.P., 1990. "Fast and robust algorithm to compute exact polytope parameter bounds," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 32(5), pages 481-493.
    3. Walter, E. & Piet-Lahanier, H. & Happel, J., 1986. "Estimation of non-uniquely identifiable parameters via exhaustive modeling and membership set theory," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 28(6), pages 479-490.
    4. Pronzato, Luc & Walter, Eric & Venot, Alain & Lebruchec, Jean-Francois, 1984. "A general-purpose global optimizer: Implimentation and applications," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 26(5), pages 412-422.
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    Cited by:

    1. Walter, Eric & Piet-Lahanier, Hélène, 1990. "Estimation of parameter bounds from bounded-error data: a survey," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 32(5), pages 449-468.

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