Robust optimal experiment design for nonlinear dynamic systems

Experiments that yield as much information as possible are highly valuable for estimating parameters in nonlinear dynamic processes. Techniques for model based optimal experiment design enable the design of such experiments. However, these experiments depend on the current best estimate of the parameters, which are not necessarily the true values. Consequently, in real experiments (i) the information content can be lower than predicted and (ii) state constraints can be violated. This paper presents a novel, computationally tractable formulation that enables the robustification of optimally designed experiments with respect to (i) information content and (ii) constraint satisfaction. To this end, the objective function is the expected value of a scalar function of the Fisher information matrix, which is efficiently computed using the sigma point method. This approach already has an inherently robustifying effect. Moreover, the sigma point method enables the efficient computation of a covariance matrix of the state trajectories, which can be further exploited for robustification. The presented approach is applied on a tubular reactor.