Sequential experimental design procedures for precise parameter estimation in ordinary differential equations

Abstract In this paper, it is shown how an experimental program for precise parameter estimation can be designed sequentially for the case that the mathematical model is given in the form of a set of ordinary differential equations. Two strategies are proposed. The first aims at minimizing the volume of the joint confidence region associated with the parameter estimates. The second attempts to alter as much as possible the shape towards a spherical region, by shortening the length of the longest principal axis of the confidence region to the maximum extent. The application of both criteria is illustrated by means of examples, representative for real problems in chemical reaction engineering. The techniques are easily applicable with our present day computing facilities. Qualitative indications are derived concerning the question when the use of an experimental design will result in an appreciable gain in significance for the parameter estimates.