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Optimal experimental design for linear time invariant state–space models

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  • Duarte, Belmiro P.M.
  • Atkinson, Anthony C.
  • Oliveira, Nuno M.C

Abstract

The linear time invariant state–space model representation is common to systems from several areas ranging from engineering to biochemistry. We address the problem of systematic optimal experimental design for this class of model. We consider two distinct scenarios: (i) steady-state model representations and (ii) dynamic models described by discrete-time representations. We use our approach to construct locally D–optimal designs by incorporating the calculation of the determinant of the Fisher Information Matrix and the parametric sensitivity computation in a Nonlinear Programming formulation. A global optimization solver handles the resulting numerical problem. The Fisher Information Matrix at convergence is used to determine model identifiability. We apply the methodology proposed to find approximate and exact optimal experimental designs for static and dynamic experiments for models representing a biochemical reaction network where the experimental purpose is to estimate kinetic constants.

Suggested Citation

  • Duarte, Belmiro P.M. & Atkinson, Anthony C. & Oliveira, Nuno M.C, 2021. "Optimal experimental design for linear time invariant state–space models," LSE Research Online Documents on Economics 110735, London School of Economics and Political Science, LSE Library.
  • Handle: RePEc:ehl:lserod:110735
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    File URL: http://eprints.lse.ac.uk/110735/
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    Keywords

    optimal design of experiments; linear time invariant systems; state-space models; model identifiability; biochemical reaction networks;
    All these keywords.

    JEL classification:

    • C1 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General

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