1998
DOI: 10.1088/0957-0233/9/6/003
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Optimal experiment design

Abstract: Optimal experiment design is the definition of the conditions under which an experiment is to be conducted in order to maximize the accuracy with which the results are obtained. This paper summarizes a number of methods by which the parameters of the mathematical model of the system are estimated and describes the application of the Fisher information matrix. Examples are given for thermal property estimation in which the estimation is affected both by measurement noise, which is present during any experiment,… Show more

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Cited by 143 publications
(142 citation statements)
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“…The tasks of experimental design include input signal design, sampling rate optimization, measurement set selection, and so on. Under the assumption of uncorrelated measurement noise with zero-mean Gaussian distribution, the information content of measurements can be quantified by the Fisher information matrix (FIM) [17,18]. In general, the smaller the joint confidence interval is for the estimated parameters, the more information is contained in the measurements.…”
Section: Introductionmentioning
confidence: 99%
“…The tasks of experimental design include input signal design, sampling rate optimization, measurement set selection, and so on. Under the assumption of uncorrelated measurement noise with zero-mean Gaussian distribution, the information content of measurements can be quantified by the Fisher information matrix (FIM) [17,18]. In general, the smaller the joint confidence interval is for the estimated parameters, the more information is contained in the measurements.…”
Section: Introductionmentioning
confidence: 99%
“…By the CramerRao theorem [29], the covariance matrix of any unbiased estimatorθ is lower bounded by the Cramer-Rao Lower Bound (CRLB), or the inverse of the Fisher Information Matrix FIM(θ ⋆ , Q):…”
Section: Optimal Experiments Designmentioning
confidence: 99%
“…Therefore, the problem is to find a correct configuration of M measurement points, Q := {q m } M m=1 such that the size of the confidence region of the parameter estimates is minimized. This is achieved by maximizing the determinant of the FIM (D-optimality [29]):…”
Section: Optimal Experiments Designmentioning
confidence: 99%
“…For the purpose of parameter estimation, experiments are generally designed to generate the richest information. In this regard, the FIM whose inverse provides an estimate of the lower bound of parameter variance-covariance [7], has been commonly used to quantify data informativeness [8][9][10][11][12][13][14]. In the past decade, FIM-based MBDOE methods have newfound applications in emerging areas such as systems biology [11,[15][16][17].…”
Section: Introductionmentioning
confidence: 99%