Optimal experiment design for nonlinear dynamic (bio)chemical systems using sequential semidefinite programming
نویسندگان
چکیده
منابع مشابه
A note on optimal experiment design for nonlinear systems using dynamic programming
where xt ∈ R denotes the system’s state, ut ∈ R is a sequence of inputs to be designed and θ ∈ R is a vector of unknown parameters that we wish to estimate. Observations are drawn independently from a known distribution that is parametrized by the system state xt. We assume that for all xt ∈ R the probability distribution is absolutely continuous with respect to some measure μ and we denote its...
متن کاملSequential optimal experiment design for neural networks using multiple linearization
Design of an optimal input signal in system identification using a multi-layer perceptron network is treated. Neural networks of the same structure differing only in parameter values are able to approximate various nonlinear mappings. To ensure high quality of network parameter estimates, it is crucial to find a suitable input signal. It is shown that utilizing the conditional probability densi...
متن کاملOptimal Design of Frequency-Response-Masking Filters Using Semidefinite Programming
Since Lim’s 1986 paper on the frequency-responsemasking (FRM) technique for the design of finite-impulse response digital filters with very small transition widths, the analysis and design of FRM filters has been a subject of study. In this paper, a new optimization technique for the design of various FRM filters is proposed. Central to the new design method is a sequence of linear updates for ...
متن کاملSequential Bayesian optimal experimental design via approximate dynamic programming
The design of multiple experiments is commonly undertaken via suboptimal strategies, such as batch (open-loop) design that omits feedback or greedy (myopic) design that does not account for future effects. This paper introduces new strategies for the optimal design of sequential experiments. First, we rigorously formulate the general sequential optimal experimental design (sOED) problem as a dy...
متن کاملDynamic Bounds on Stochastic Chemical Kinetic Systems Using Semidefinite Programming
The method of moments has been proposed as a potential means to reduce the dimensionality of the chemical master equation (CME) appearing in stochastic chemical kinetics. However, attempts to apply the method of moments to the CME usually result in the so-called closure problem. Several authors have proposed moment closure schemes, which allow them to obtain approximations of quantities of inte...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: AIChE Journal
سال: 2014
ISSN: 0001-1541
DOI: 10.1002/aic.14389