Applications of the Bayesian approach for experimentation and estimation

Thesis (Ph. D.)--Massachusetts Institute of Technology, Dept. of Chemical Engineering, 2006.

Bibliographic Details
Main Author: De Man, Patrick A. P. (Patrick Antonius Petrus)
Other Authors: Gregory J. McRae.
Format: Thesis
Language:eng
Published: Massachusetts Institute of Technology 2008
Subjects:
Online Access:http://dspace.mit.edu/handle/1721.1/34624
http://hdl.handle.net/1721.1/34624
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author De Man, Patrick A. P. (Patrick Antonius Petrus)
author2 Gregory J. McRae.
author_facet Gregory J. McRae.
De Man, Patrick A. P. (Patrick Antonius Petrus)
author_sort De Man, Patrick A. P. (Patrick Antonius Petrus)
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description Thesis (Ph. D.)--Massachusetts Institute of Technology, Dept. of Chemical Engineering, 2006.
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spelling mit-1721.1/346242019-04-12T13:52:34Z Applications of the Bayesian approach for experimentation and estimation De Man, Patrick A. P. (Patrick Antonius Petrus) Gregory J. McRae. Massachusetts Institute of Technology. Dept. of Chemical Engineering. Massachusetts Institute of Technology. Dept. of Chemical Engineering. Chemical Engineering. Thesis (Ph. D.)--Massachusetts Institute of Technology, Dept. of Chemical Engineering, 2006. Page 272 blank. Includes bibliographical references (p. 267-271). A Bayesian framework for systematic data collection and parameter estimation is proposed to aid experimentalists in effectively generating and interpreting data. The four stages of the Bayesian framework are: system description, system analysis, experimentation, and estimation. System description consists of specifying the system under investigation and collecting available information for the parameter estimation. Subsequently, system analysis entails a more in-depth system study by implementing various mathematical tools such as an observability and sensitivity analysis. The third stage in the framework is experimentation, consisting of experimental design, system calibration, and performing actual experiments. Finally, the last stage is estimation, where all relevant information and collected data is used for estimating the desired quantities. The Bayesian approach embedded within this framework provides a versatile, robust, and unified methodology allowing for consistent incorporation and propagation of uncertainty. To demonstrate the benefits, the Bayesian framework was applied to two different case studies of complex reaction engineering problems. (cont.) The first case study involved the estimation of a kinetic rate parameter in a system of coupled chemical reactions involving the relaxation of the reactive O(D) oxygen atom. The second case study was aimed at estimating multiple kinetic rate parameters concurrently to gain an understanding regarding the reaction mechanism of the oxygen addition to the transient cyclohexadienyl radical. An important advantage of the proposed Bayesian framework demonstrated with these case studies is the possibility of 'real-time' updating of the state of knowledge regarding the parameter estimate allowing for exploitation of the close relationship between experimentation and estimation. This led to identifying systematic errors among experiments and devising a stopping rule for experimentation based on incremental information gain per experiment. Additional advantages were the improved understanding of the underlying reaction mechanism, identification of experimental outliers, and more precisely estimated parameters. (cont.) A unique feature of this work is the use of Markov Chain Monte Carlo simulations to overcome the computational problems affecting previous applications of the Bayesian approach to complex engineering problems. Traditional restricting assumptions can therefore be relaxed so that the case studies could involve non-Gaussian distributions, applied to multi-dimensional, nonlinear systems. by Patrick A.P. de Man. Ph.D. 2008-01-10T17:24:48Z 2008-01-10T17:24:48Z 2006 2006 Thesis http://dspace.mit.edu/handle/1721.1/34624 http://hdl.handle.net/1721.1/34624 71332665 eng M.I.T. theses are protected by copyright. They may be viewed from this source for any purpose, but reproduction or distribution in any format is prohibited without written permission. See provided URL for inquiries about permission. http://dspace.mit.edu/handle/1721.1/34624 http://dspace.mit.edu/handle/1721.1/7582 272 p. application/pdf Massachusetts Institute of Technology
spellingShingle Chemical Engineering.
De Man, Patrick A. P. (Patrick Antonius Petrus)
Applications of the Bayesian approach for experimentation and estimation
title Applications of the Bayesian approach for experimentation and estimation
title_full Applications of the Bayesian approach for experimentation and estimation
title_fullStr Applications of the Bayesian approach for experimentation and estimation
title_full_unstemmed Applications of the Bayesian approach for experimentation and estimation
title_short Applications of the Bayesian approach for experimentation and estimation
title_sort applications of the bayesian approach for experimentation and estimation
topic Chemical Engineering.
url http://dspace.mit.edu/handle/1721.1/34624
http://hdl.handle.net/1721.1/34624
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