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T-Optimum Designs for Multiresponse Dynamic Heteroscedastic Models

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mODa 7 — Advances in Model-Oriented Design and Analysis

Part of the book series: Contributions to Statistics ((CONTRIB.STAT.))

Summary

We generalize the T-optimality criterion for discrimination between two rival multiresponse models with observations corrupted by normally distributed noise with zero mean and a covariance matrix which depends on unknown parameters. Calculation of optimum designs amounts to solving an optimal control problem whose discretization leads to a semi-infinite programming problem. It is then solved numerically using an exchange method. As an example we calculate T-optimum design for discrimination between two complex chemical kinetic reactions. The design variables are the temperature profile during the process run and the initial concentration of reactants.

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Ucinski, D., Bogacka, B. (2004). T-Optimum Designs for Multiresponse Dynamic Heteroscedastic Models. In: Di Bucchianico, A., Läuter, H., Wynn, H.P. (eds) mODa 7 — Advances in Model-Oriented Design and Analysis. Contributions to Statistics. Physica, Heidelberg. https://doi.org/10.1007/978-3-7908-2693-7_21

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  • DOI: https://doi.org/10.1007/978-3-7908-2693-7_21

  • Publisher Name: Physica, Heidelberg

  • Print ISBN: 978-3-7908-0213-9

  • Online ISBN: 978-3-7908-2693-7

  • eBook Packages: Springer Book Archive

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