Designing priors for robust Bayesian optimal experimental design

Building mathematical models is a common task in process systems engineering, which requires estimation of model parameters as the final step of modeling exercise. Model based experimental design has evolved as a potential statistical tool for reducing uncertainties in parameter estimates. Often a huge volume of process information is generated as an end result of an experimental design. Designing optimal experiments based on current or prior process knowledge is still an open research problem. This paper deals with how information, available a priori, can be organized and systematically used for designing robust Bayesian dynamic experiments, in the presence of process constraints. The designed experiments are ‘robust’ to a poor choice of nominal parameter values. Several novel techniques for organizing a priori process knowledge are explored from a theoretical view point. The influence of proposed prior designs on parameter estimates is demonstrated on a semi-continuous baker's yeast fermenter problem.

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► Robust Bayesian experiment design for nonlinear identification.
► Organization and systematic use of a priori parameter information.
► Projection based prior design techniques to handle process constraints.
► Theoretical development of various prior designs and their properties.
► Designing priors with directional information yielded the best experiment design.