Model-based design of experiments in the presence of structural model uncertainty: an extended information matrix approach

The identification of a parametric model, once a suitable model structure is proposed, requires the estimation of its non-measurable parameters. Model-based design of experiment (MBDoE) methods have been proposed in the literature for maximising the collection of information whenever there is a limited amount of resources available for conducting the experiments. Conventional MBDoE methods do not take into account the structural uncertainty on the model equations and this may lead to a substantial miscalculation of the information in the experimental design stage. In this work, an extended formulation of the Fisher information matrix is proposed as a metric of information accounting for model misspecification. The properties of the extended Fisher information matrix are presented and discussed with the support of two simulated case studies.