Sequential Experimental Design for Precise Parameter Estimation

2 SEQUENTIAL EXPERIMENTAL DESIGN FOR PRECISE PARAMETER ESTIMATION 

Let us assume that N experiments have been conducted up to now and given an estimate of the parameter vector based on the experiments performed up to now, we wish to design the next experiment so that we maximize the information that shall be obtained. In other words, the problem we are attempting to solve is  

What are the best conditions to perform the next experiment so 

Let us consider the case of an algebraic equation model (i.e., y = f(x,k)). The problem can be restated as find the best experimental conditions (i.e., xN+)) where the next experiment should be performed so that the variance of the parameters is minimized.  

It was shown earlier that ifN experiments have been performed, the covariance matrix of the parameters is estimated by 

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Sequential Experimental Design for Precise Parameter Estimation... 

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