Oscillating OED

Oscillating OED
State dimension:	1
Differential states:	4
Discrete control functions:	1

The Oscillating OED problem looks for an optimal measurement strategy to determine a single parameter in a one-dimensional ODE model, where can directly measure the single state.

The optimal integer control functions shows bang bang behavior.

Mathematical formulation

For a single parameter $p$ the original initial value problem is given by $\dot{x}(t)=:f(t)=0.2+0.8\cdot t+0.3\cdot (\sin (p\cdot t)+\cos (p\cdot t)\cdot p\cdot t)-2.5\cdot \sin (50\cdot t),x(0)=x_0.$

We assume both $x_0$ and $t_f$ to be fixed and are only interested in when to measure, with an upper bound $M$ on the measuring time. We can measure the state directly, i.e. $h(x(t))=x(t)$.

Now we formulate the OED problem:

$\begin{array}{lll}\underset{y,G,F,z,w}{\min }& & \text{trace}(F^{-1}(t_f))\\ \text{subject to}\\ \dot{y}(t)& =& f(y(t),p)\\ \dot{G}(t)& =& f_y(y(t),p)G(t)+f_p(y(t),p)\\ \dot{F}(t)& =& w(t)(h_y(y(t))G(t){)}^T(h_y(y(t))G(t))\\ \dot{z}(t)& =& w(t),\\ y(0)& =& y_0\\ G(0)& =& 0\\ F(0)& =& 0,\\ z(0)& =& 0\\ w(t)& \in & {𝒲}\\ z(t_f)& \le & M\end{array}$

Parameters

These fixed values are used within the model:

$x_0=0.1;t_f=2;{𝒲}=[0,1];M=0.2;p=15$

Reference Solutions

Here is one local solution to the above control problem.

• Reference solution plots
• 
  States and measurement control for $p=15$. The time $t$ was added as an additional state.

Miscellaneous and Further Reading

The Toy OED problem was introduced by Sebastian Sager in [Sager2013]Author: Sager, S.
Journal: SIAM Journal on Control and Optimization
Number: 4
Pages: 3181--3207
Title: Sampling Decisions in Optimum Experimental Design in the Light of Pontryagin's Maximum Principle
Url: http://mathopt.de/PUBLICATIONS/Sager2013.pdf
Volume: 51
Year: 2013
, which contains further details.

References

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