OVTS

Name:

Optimal Design of Experiment for technical systems
Optimal Design of Experiment for technical systems

Type of course:

Lecture

Contents:

• Motivation and introduction

• Stochastic basics:

  Random events, calculation rules for random events, introduction of the concept of probability, random variables, distribution function and density function, expected value, variance and covariance

• Testing statistical hypotheses:

  Sampling and estimators, Estimation of expected value, Estimation of variance, Hypotheses, Definition of risks, Sample size, One-sided test with known variance, Two-sided test with known variance, Two sets with known but different variances, One-sided test with unknown variance, Two sets with equal but unknown variances, Two sets with unequal and unknown variances

• Experimental design:

  Introduction, motivation, a simple example, Standard experimental designs, Full factorial experimental designs, Partial factorial experimental designs, Example application, Experimental design with Hadamard matrices, Central composite experimental designs

• Optimality:

  Model approach, Linear model approach, Parameter and prediction uncertainties, Optimal design of experiments, Optimality criteria, Construction methods for optimal designs of experiments, Compilation of important designs of experiments, Iteration procedures for constructing optimal designs of experiments

  Evaluation of model approaches:

  Test of variance, Coefficient of determination, Global test for the model, Test of relevance of individual model terms, Sequential evaluation of model terms

Target group:

• 1st and 2nd level students from 5th semester onwards

Scope:

• 2 SWS lecture, 2 SWS exercise, 6 CP

Dates:

• The lecture takes place in the winter semester.

Documents:

• Announcement in the lecture

Proof of performance:

• Written exam

Lecturer:

• Dr.-Ing.Mohamed Ayeb

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