Bayesian approaches for on-line robust parameter design

O. Arda Vanli, Enrique Del Castillo

Research output: Contribution to journalArticle

8 Citations (Scopus)

Abstract

Two new Bayesian approaches to Robust Parameter Design (RPD) are presented that recompute the optimal control factor settings based on on-line measurements of the noise factors. A dual response model approach to RPD is taken. The first method uses the posterior predictive density of the responses to determine the optimal control factor settings. A second method uses in addition the predictive density of the noise factors. The control factor settings obtained are thus robust not only against on-line variability of the noise factors but also against the uncertainty in the response model parameters. On-line controllable and off-line controllable factors are treated in a unified manner through a quadratic cost function. Both single and multiple-response processes are considered and closed-form robust control laws are provided. Two simulation examples and an example taken from the literature are used to compare the proposed methods with existing RPD approaches that are based on similar models and cost functions.

Original languageEnglish (US)
Pages (from-to)359-371
Number of pages13
JournalIIE Transactions (Institute of Industrial Engineers)
Volume41
Issue number4
DOIs
StatePublished - Feb 13 2009

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Cost functions
Robust control
Uncertainty

All Science Journal Classification (ASJC) codes

  • Industrial and Manufacturing Engineering

Cite this

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Bayesian approaches for on-line robust parameter design. / Vanli, O. Arda; Del Castillo, Enrique.

In: IIE Transactions (Institute of Industrial Engineers), Vol. 41, No. 4, 13.02.2009, p. 359-371.

Research output: Contribution to journalArticle

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