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Corynebacterium glutamicum - JUWEL - Forschungszentrum Jülich

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2.5. Experimental Design<br />

This entropy is maximal when all models have an equal probability and decreases when<br />

larger differences between the models are detected. The expected change in this entropy<br />

should thus be maximized and this change R canbeformulatedas<br />

R = � Pi,n−1<br />

�<br />

pi ln<br />

pi<br />

� dyn<br />

Pi,n−1pi<br />

(2.59)<br />

where pi is the probability density function of the expected new measurement yn accordingtomodeli.<br />

Box and Hill have used the maximization of a maximal expected value for R, asthe<br />

criterion for a model discriminating design. They formulated their criterion for the<br />

univariate static case with constant measurement variance σ 2 as:<br />

1<br />

arg max<br />

ξ 2<br />

�<br />

m�<br />

m�<br />

i=1 j=i+1<br />

Pi,n−1Pj,n−1<br />

(σ∗2 i − σ∗2 j )2<br />

(σ2 + σ∗2 i )(σ2 + σ∗2 j ) +[ˆyi − ˆyj] 2 ∗<br />

�<br />

1<br />

σ2 + σ∗2 1<br />

+<br />

i σ2 + σ∗2 ��<br />

j<br />

(2.60)<br />

The peculiar use of the upper bound on the expected value for R has been criticized<br />

by several statisticians (Meeter et al., 1970). Reilly suggested a method to estimate the<br />

expected value for R instead (Reilly, 1970).<br />

The use of this maximal value is also the cause for the use of the differences in expected<br />

model variances in the numerator of the first part of the criterion. Especially in dynamic<br />

experiments and in models with poor parameter estimates, the model variances can take<br />

extreme values which can change very fast. This happens, for instance, in situations of<br />

sudden changes such as a depletion of substrate. Therefore it is very likely that, in these<br />

cases, the differences in the expected measured values play no significant role any more,<br />

but the criterion reduces to the maximization of the differences in the model variances,<br />

which is intuitively strange. Several examples where basically only the differences in<br />

the model variances determine the criterion, were also found in the simulative study in<br />

chapter 4.<br />

The calculation of the model variances with the requirement that the model<br />

can be approximated by a linearized form, provides another source of problems<br />

(Bajramovic and Reilly, 1977). Hsiang and Reilly have suggested a method to avoid<br />

this, however requiring the use of a series of discrete parameter sets (Hsiang and Reilly,<br />

1971).<br />

The original criterion from Box and Hill was formulated for one variable and a constant<br />

measurement variance. One option to enhance this criterion for several measured<br />

variables and several measurements in the dynamic experiments, is the summation over<br />

all measured values, assuming all measurements to be independent:<br />

29

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