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Model-based design of experiments for model identification: advanced techniques and novel applications Dr. Federico Galvanin Department of Chemical Engineering University College London Leslie Comrie Seminar Series University of Greenwich, 8 th of March 2017
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Model-based design of experiments for model identification ... · Model-based design of experiments (MBDoE) 6 Model-based Design of Experiment (MBDoE) → statistical DoE method1

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Page 1: Model-based design of experiments for model identification ... · Model-based design of experiments (MBDoE) 6 Model-based Design of Experiment (MBDoE) → statistical DoE method1

Model-based design of experiments for model

identification: advanced techniques and novel

applications

Dr. Federico Galvanin

Department of Chemical Engineering

University College London

Leslie Comrie Seminar Series University of Greenwich, 8th of March 2017

Page 2: Model-based design of experiments for model identification ... · Model-based design of experiments (MBDoE) 6 Model-based Design of Experiment (MBDoE) → statistical DoE method1

Outline

• Introduction: summary of my research activity

• Overview: design of experiments (DoE) and statistical planning

• Model-based Design of Experiments (MBDoE)

– Introduction, open issues and limitations

– Development of advanced MBDoE techniques for model identification

• Applications of MBDoE

– Reaction Engineering

– Bioengineering

– Other applications

• Final remarks

2 2

Page 3: Model-based design of experiments for model identification ... · Model-based design of experiments (MBDoE) 6 Model-based Design of Experiment (MBDoE) → statistical DoE method1

A quick introduction

3

Federico Galvanin Lecturer in Chemical Engineering Department of Chemical Engineering, UCL

Research interests • Design of Experiments (DoE) and statistical planning • Model-based Design of Experiments (MBDoE) for model

identification • Kinetic modelling, modelling of reaction systems • Pharmacokinetics/pharmacodynamics modelling • Modelling of physiological systems • Parameter Estimation Teaching interests • CENGM01P/CENGG01P Process Systems Modelling and Design • CENG207P Process Design Principles • CENG302P/CENGGM22P/CENGG22P Process Dynamics and Control

Page 4: Model-based design of experiments for model identification ... · Model-based design of experiments (MBDoE) 6 Model-based Design of Experiment (MBDoE) → statistical DoE method1

Research activity: main topics

4

Development of advanced techniques for model-based design of experiments (MBDoE)

Model-based design of parallel experiments (Galvanin et al., 2007)

Online model-based design of experiments (Galvanin et al., 2009)

A backoff strategy for design of experiments in the presence of uncertainty (Galvanin et al., 2010)

A model-based design approach for continuous measurement systems (Galvanin et al., 2011)

A disturbance estimation approach for model-based design of experiments (Galvanin et al., 2012)

Applications of MBDoE techniques and experiment design tools

Identification physiological models of type I and II diabetes mellitus (Galvanin et al., 2009-2013)

Optimal drug administration for the identification of cancer models (Galvanin et al., 2010)

Development of physiological models for the study of rare coagulation diseases (Galvanin et al., 2014)

Parallel design of experiments for the identification of bacterial inactivation models (Galvanin et al., 2014)

Development of identifiable models of microalgal growth (Bernardi et al., 2014)

Optimal design of experiments for the identification of electrodialysis models (Galvanin et al., 2016)

Design of experiments for the identification of pharmacokinetic models (Galvanin et al., 2013-2014)

Identification of kinetic models in microreactor platforms (Galvanin et al., 2015-2016)

4

Page 5: Model-based design of experiments for model identification ... · Model-based design of experiments (MBDoE) 6 Model-based Design of Experiment (MBDoE) → statistical DoE method1

Design of Experiments (DoE)

5

• Design of Experiment (DoE)1 is a systematic

statistical method used to determine the relationship

between different input factors (Xi) affecting a

process and the output (Y) of that process.

TARGET: improving the information content of an experiment from experimental data, progressively used to build regression models

uN

i

ii XY1

0 ...αβ

Polynomial models («black box» models) used to build response surfaces

Sir Ronald Aylmer Fisher (1890 – 1962)

Great reduction of the number of trials Application-independent methodology

1Fisher, R. A. (1935). The design of the experiments. Oliver & Boyd, Edinburgh (U.K.).

Page 6: Model-based design of experiments for model identification ... · Model-based design of experiments (MBDoE) 6 Model-based Design of Experiment (MBDoE) → statistical DoE method1

Model-based design of experiments (MBDoE)

6

Model-based Design of Experiment (MBDoE) → statistical DoE method1 based on a deterministic model of a physical system. TARGET: determining the experimental conditions providing the optimal information content of an experiment (optimal design), given a model and preliminary statistical information on its reliability

Evolution of design of experiments (DoE)

George Edward Pelham Box (1919 – 2013)

Benefits • Minimisation of the experimental effort (time, money) • Support to model development

θX,fY f is a set of physical laws and correlations

1Box, G. E. P., H. L. Lucas (1959). Design of experiments in non-linear situations. Biometrika, 46, 77-90.

Page 7: Model-based design of experiments for model identification ... · Model-based design of experiments (MBDoE) 6 Model-based Design of Experiment (MBDoE) → statistical DoE method1

MBDoE for model identification

MBDoE for

model identification

Set of an ideal experiment

Optimally informative Feasible Operability

Controllability Safety

7

Identification of a

suitable model

structure

Identification of

the model

parameters

MBDoE for improving parameter precision2

MBDoE for model discrimination1

1Hunter, W. G., A. M. Reiner (1965). Technometrics, 7, 307-323.

2Box, G. E. P., H. L. Lucas (1959). Biometrika, 46, 77-90.

Page 8: Model-based design of experiments for model identification ... · Model-based design of experiments (MBDoE) 6 Model-based Design of Experiment (MBDoE) → statistical DoE method1

Optimal input design for model identification1

MBDoE for Model Identification: problem definition

8

PHYSICAL SYSTEM

MODEL

Manipulated inputs

Measured outputs

Model parameters

θi

time

time u

time

Model prediction

Structurally identifiable model (Ljung and Glad, 1994)

1Goodwin, G., Payne, R. (1977) Dynamic System Identification: Experiment Design and Data Analysis, Academic Press

Page 9: Model-based design of experiments for model identification ... · Model-based design of experiments (MBDoE) 6 Model-based Design of Experiment (MBDoE) → statistical DoE method1

Conventional MBDoE procedure

9

Iterative sequence of 3 key activities

Design of experiment

Experiment Execution

Parameter estimation

YES

STOP

Is it satisfactory? NO

1

2

3

time

u Optimal input

design

Parameter estimation and

statistics

θ1

θ2

Analysis of suitable model structures

Generation of information (experimental data)

Page 10: Model-based design of experiments for model identification ... · Model-based design of experiments (MBDoE) 6 Model-based Design of Experiment (MBDoE) → statistical DoE method1

MBDoE: mathematical formulation (I)

• x(t) ns- dimensional vector of state variables

• u(t) nu- dimensional vector of manipulated inputs

• w nw- dimensional vector of time-invariant inputs

• nθ- dimensional vector of model parameters

• M – dimensional vector of measured variables ty

θ 0 , , , ,spt t φ y u w t

Design vector

FEASIBILITY CONDITIONS

(Constraints on State Variables)

DETERMINISTIC MODEL

opt 1arg min ψ , argmin ψ , φ φV θ H θ

, , , , , 0f t x x u w θ ˆ hy x

Optimal design problem

subject to

DESIGN OPTIMALITY

0,),(),(),(),(~

θwuuxxC ttttz

10

Page 11: Model-based design of experiments for model identification ... · Model-based design of experiments (MBDoE) 6 Model-based Design of Experiment (MBDoE) → statistical DoE method1

MBDoE: mathematical formulation (II)

11

1

arg minψ , argminψ ,θ

V H

Sensitivity Matrix

Variance-covariance of measurements errors

DESIGN OPTIMALITY CONDITION

0.0 0.2 0.4 0.6 0.8 1.0

-3

-2

-1

0

1

2

3

4

5

95% confidence ellipsoid

current parameter estimate

A-Optimal

E-Optimal

SV-Optimal D-Optimal

Design Criteria Preliminary Information Matrix

0

1 1 1

,sp y yn N N

T

θ ijk ik jk

k i j

s

H Q Q H

Fisher Information Matrix (FIM)

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MBDoE: managing design topology T

12

Design of experiments

EXP1 EXP2 EXPN

Parameter estimation

… …

For the k-the experiment

1 2

3

CT ,, RNNN = number of experiments NR = number of available devices C = connection matrix

Parallel experiments can be designed and executed simultaneously1

θVkk

minWhich is the shortest route to θ* ?

1Galvanin, F., S. Macchietto, F. Bezzo (2007). Model-based design of parallel experiments. Ind. Eng. Chem. Res., 46, 871-882.

Page 13: Model-based design of experiments for model identification ... · Model-based design of experiments (MBDoE) 6 Model-based Design of Experiment (MBDoE) → statistical DoE method1

MBDoE limitations: effect of uncertainty (I)

θ1

θ2

θ1

θ2

time time

Expected variance ≠

Actual variance on model parameters

i

j

y

13

Tra

ce (

Hθ)

Uncertainty on Fisher information Dynamic sensitivity profile

Effect on design optimality

Mismatch on information

Page 14: Model-based design of experiments for model identification ... · Model-based design of experiments (MBDoE) 6 Model-based Design of Experiment (MBDoE) → statistical DoE method1

MBDoE limitations: effect of uncertainty (II)

14

0 200 400 600 80040

60

80

100

120

140

160

Glu

cose c

oncentr

ation [

mg/d

L]

Time [min]

Design result

After identification

Subject response

0 200 400 600 800

0

100

200

300

400

500

Insulin

infu

sio

n r

ate

[m

U/m

in]

Time [min]

Optimal design result

Patient incurring into hypoglycemia!

An example: identification of diabetes models (Galvanin et al., 2010)

Effect on design feasibility

Page 15: Model-based design of experiments for model identification ... · Model-based design of experiments (MBDoE) 6 Model-based Design of Experiment (MBDoE) → statistical DoE method1

MBDoE under uncertainty (I)

• Parametric mismatch

– It may cause suboptimal or infeasible experiments

• Correlation among parameters

• Parameters are “case-dependant”

– Typical in biomedical/biological systems

– Possible in other systems, too (“quality” is defined by an acceptable

variance)

• Parameters may not be “constant”

– In physiological/biological models systems response (e.g. model

parameters) depend on environment, previous “history”, etc.

– Catalysts reduces their activity over time, heat exchangers foul...

15

Page 16: Model-based design of experiments for model identification ... · Model-based design of experiments (MBDoE) 6 Model-based Design of Experiment (MBDoE) → statistical DoE method1

MBDoE under uncertainty (II)

• System response is always different from design (system stochastic behaviour)

• Limited knowledge of phenomena

→ Parameters are asked to compensate for “unknown”

• Model may represents a portion of existing phenomena

– Physiological models

– Oversize equipment

16

• Measurement systems

– Effect of noise and frequency of the measurements

– Correlated measurements

• Other disturbances

– Unknown inputs

– Systematic errors (biases in measurements)

Page 17: Model-based design of experiments for model identification ... · Model-based design of experiments (MBDoE) 6 Model-based Design of Experiment (MBDoE) → statistical DoE method1

MBDoE under uncertainty: proposed solutions

• Several approaches have appeared in the literature to deal with

parametric uncertainty

– Robust experiment design (Walter, 1987; Asprey and Macchietto, 2002; Rustem and

Zakovic, 2003; Körkel et al., 2004; Dette et al., 2005; Bruwer and MacGregor, 2006; Rojas

et al., 2007; Chu and Hahn, 2008) → mainly focused on design optimality

• My research contribution

– Online re-design of experiments (OMBRE)1

– Explicit inclusion of the feasibility problem within MBDoE through a design

with backoff from constraints2

– Online re-design of experiments with disturbance estimation (DE-OMBRE)3

→ also focused on design feasibility

17 1Galvanin, F., M. Barolo and F. Bezzo (2009). Ind. Eng. Chem. Res., 48, 4415-4427. 2Galvanin, F., M. Barolo, F. Bezzo, S. Macchietto (2010). AIChE J., 56, 2088-2102. 3Galvanin, F., M. Barolo, G. Pannocchia, F. Bezzo (2012). Comput. Chem. Eng., 42, 138-151.

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MBDoE and the uncertainty scenario

18

Model uncertainty

Parametric uncertainty

Measurements uncertainty

MBDoE

Robust design Global sensitivity analysis (GSA)

Bootstrapping methods

? Information is related to the shape of the likelihood function

OMBRE/MBDoE including backoff/disturbance estimation (DE)

Page 19: Model-based design of experiments for model identification ... · Model-based design of experiments (MBDoE) 6 Model-based Design of Experiment (MBDoE) → statistical DoE method1

A backoff strategy for MBDoE under

parametric uncertainty

Designing the design space

F. Galvanin, M. Barolo, F. Bezzo, S. Macchietto (2010), AIChE J., 56, 2088-2102 19

Page 20: Model-based design of experiments for model identification ... · Model-based design of experiments (MBDoE) 6 Model-based Design of Experiment (MBDoE) → statistical DoE method1

Inp

ut 1

Input 2 t

Feasible region for design inputs at initially assumed θ*

Estimated Optimum

u = [u1* u2*]

Actual feasible region at θ

Optimum

u = [u1 u2]

Backoff Vector β'

β' = g (θ* - θ)

β' = g (pθ)

MBDoE with backoffs: The basic idea1

20

1

2

Deterministic evaluation of backoff

Stochastic evaluation of backoff

1Bahri, P. A., J. A. Bandoni, G. W. Barton, J. A. Romagnoli (1995). Backoff calculations on optimising control: a dynamic approach. Computers Chem. Eng., 19, S699-S710.

Page 21: Model-based design of experiments for model identification ... · Model-based design of experiments (MBDoE) 6 Model-based Design of Experiment (MBDoE) → statistical DoE method1

0,~

,,,~,~

tttt θwuxxf

tt xgy ~ˆ

, , , , , 0t t t t t t C x G β x x u w θ

u

ii

l

i

arg min ,θψ V θ

MODEL

DESIGN OPTIMALITY CONDITION

FEASIBILITY CONDITION

MBDoE with backoff from active constraints

21

Page 22: Model-based design of experiments for model identification ... · Model-based design of experiments (MBDoE) 6 Model-based Design of Experiment (MBDoE) → statistical DoE method1

Estimate +

StatisticsParameter

Guess +

Statistics,

Constraints

CONSTRAINED

DESIGN OF

EXPERIMENTS

EXPERIMENTPARAMETER

ESTIMATION

Is

the estimate

sufficiently

precise?

Design

vector

Experimental

Data

DESIGN A NEW EXPERIMENT

STOPYES

NO

Design

Criteria, Expected

Variance Model

Estimation

Technique, Actual

Variance Model

Evaluation of

Estimation Quality

Disturbance

Factors

STOCHASTIC

SIMULATION

Design

vector

Backoff Formulation,

Sampling tecnique

Backoff

MBDoE with backoffs: the new iterative scheme

22

Page 23: Model-based design of experiments for model identification ... · Model-based design of experiments (MBDoE) 6 Model-based Design of Experiment (MBDoE) → statistical DoE method1

MBDoE with backoffs: optimisation loop

Stochastic simulation

Characterisation of parameters uncertainty

Mapping uncertainty | ( ),x xp t t

Backoff b formulation

Experiment design

Constraints definition

Constrained MBDoE

t tC x G β

arg min φ V

b

23

Page 24: Model-based design of experiments for model identification ... · Model-based design of experiments (MBDoE) 6 Model-based Design of Experiment (MBDoE) → statistical DoE method1

MBDoE with backoffs: an illustrative example

24

0 100 200 300 400 500 600 700 80050

60

70

80

90

100

110

120

130

140

150

160

Glu

cose c

oncentr

ation [

mg/d

L]

Time [min]

Modeled by design

Constraints

0 100 200 300 400 500 600 700 800

0

1

2

3

4

5

6

Insulin infu

sio

n r

ate

. 1

0-2 [

mU

/min

]

Time [min]

0 100 200 300 400 500 600 700 80050

60

70

80

90

100

110

120

130

140

150

160

170

180

Glu

cose c

oncentr

ation [

mg/d

L]

Time [min]

Estimated profile

Test samples

Constraints

0 100 200 300 400 500 600 700 80050

60

70

80

90

100

110

120

130

140

150

160

Glu

cose c

oncentr

ation [

mg/d

L]

Time [min]

Modeled by design

Constraints + backoff

Constraints

0 100 200 300 400 500 600 700 800

0

1

2

3

4

5

6

Insulin infu

sio

n r

ate

. 1

0-2 [

mU

/min

]

Time [min]

0 100 200 300 400 500 600 700 80050

60

70

80

90

100

110

120

130

140

150

160

170

180

Glu

cose c

oncentr

ation [

mg/d

L]

Time [min]

Estimated profile

Test samples

Constraints

Optimal design result

Optimal design including backoff1

Hyperglycemic conditions realised!

24

Page 25: Model-based design of experiments for model identification ... · Model-based design of experiments (MBDoE) 6 Model-based Design of Experiment (MBDoE) → statistical DoE method1

MBDoE with backoffs: pros and cons

Uncertainty is dealt with explicitly within the MBDoE framework

Proved effectiveness at guaranteeing optimal and feasible experiments

even for complex models

Characterisation of parametric uncertainty is a complex task (global

sensitivity analysis may help)

• Model mismatch increase complexity considerably

Representation of uncertainty in state variables is a critical issue

• assuming a normal distribution may lead to erroneous definition of the

design space

High uncertainty may lead to null design space

Heavy computation burden

25

Page 26: Model-based design of experiments for model identification ... · Model-based design of experiments (MBDoE) 6 Model-based Design of Experiment (MBDoE) → statistical DoE method1

Towards online redesign

of experiments for model identification

Updating system knowledge

F. Galvanin, M. Barolo, F. Bezzo (2009), Ind. Eng. Chem. Res., 48, 4415-4427. (Awarded as runner-up in “Process Systems Enterprise Ltd. Model-Based Innovation Prize 2009”)

26

Page 27: Model-based design of experiments for model identification ... · Model-based design of experiments (MBDoE) 6 Model-based Design of Experiment (MBDoE) → statistical DoE method1

Info

Gain

Actual Information

Expected

Information

INFORMATION SINK• Measurements error

(correlation and distribution)

• Unmeasured disturbances

INFORMATION SINK• Parameters mismatch and correlation

• Design optimality and efficiency

INFORMATION SINK• Estimator efficiency

• Outliers, lack of fit

• Parameters correlation Information Extraction

Para

mete

r

Esti

mati

on

Prior Info

Exp

eri

men

t

Exp

eri

men

t

Desig

n

Updated

Prior Info

The information flux: gains and leakages

27

Page 28: Model-based design of experiments for model identification ... · Model-based design of experiments (MBDoE) 6 Model-based Design of Experiment (MBDoE) → statistical DoE method1

Online Model-based re-design of experiment (OMBRE)

tup t

tup t

1. Design of experiment

2. Experiment execution

3. Parameter estimation

4. Redesign of experiment

The presence of a systematic error between the model and the system (bias) is not explicitly handled by OMBRE

Syst

em r

esp

on

se

Man

ipu

late

d in

pu

t

Time window

28

Page 29: Model-based design of experiments for model identification ... · Model-based design of experiments (MBDoE) 6 Model-based Design of Experiment (MBDoE) → statistical DoE method1

OMBRE procedure

Design experiment

Start experiment

Parameter estimation

Re-design of experiment

Re-design?

Satisfactory?

Continue

YES

YES

NO

End?

YES

NO

STOP

NO STOP

29

Page 30: Model-based design of experiments for model identification ... · Model-based design of experiments (MBDoE) 6 Model-based Design of Experiment (MBDoE) → statistical DoE method1

OMBRE including disturbance estimation (DE-OMBRE)

Design experiment

Start experiment

Parameter estimation

Re-design of experiment

Satisfactory?

Continue

YES

YES

NO

End?

YES

NO

STOP

NO

STOP

30

Disturbance pre-estimation

Re-design?

First disturbance estimation step

dp

Disturbance post-estimation Second disturbance

estimation step de

Galvanin, F., M. Barolo, G. Pannocchia, F. Bezzo (2012). Online model-based redesign of experiments with erratic models: a disturbance estimation approach. Comput. Chem. Eng., 42, 138-151.

Page 31: Model-based design of experiments for model identification ... · Model-based design of experiments (MBDoE) 6 Model-based Design of Experiment (MBDoE) → statistical DoE method1

DE-OMBRE: use of augmented models

Augmented model including disturbances d :

, , , , , 0f t x x u w θ

ˆ h y x d

0d

0h t H x d D

Ny-dimensional set of lumped disturbances on the outputs

FEASIBILITY CONDITION

Systematic update of constraints

A disturbance model must be introduced to handle systematic errors

31

Page 32: Model-based design of experiments for model identification ... · Model-based design of experiments (MBDoE) 6 Model-based Design of Experiment (MBDoE) → statistical DoE method1

Disturbance estimation (DE step)

d can be estimated through a two step procedure:

1) Prediction : simulation of the augmented model with

2) Filtering : given the measurement yk the prediction error is

d = dk|k-1

1k k k k ke y h x d

1 d kk k k kd d L e

Ld = tuning parameter

Based on the actual measurement confidence 1. fixed to 1 2. estimated by an extended

Kalman filter (EKF)

32

Page 33: Model-based design of experiments for model identification ... · Model-based design of experiments (MBDoE) 6 Model-based Design of Experiment (MBDoE) → statistical DoE method1

Example: identification of type 1 diabetes models

Diabetes: metabolic disease characterised by high concentrations of fasting blood glucose

no production of insulin (Type I)

partial production (Type II)

Hyperglycaemia Hypoglycaemia

Loss of consciousness, Coma

Kidney failure, Blindness, Stroke

(prolonged period) (short period)

G

Artificial pancreas → automatic insulin delivery for maintaining normoglycaemia

GLUCOSE SENSOR FOR MEASUREMENTS INSULIN INFUSION PUMP

CONTROL ALGORITHM → DIABETES MODELS

33

Page 34: Model-based design of experiments for model identification ... · Model-based design of experiments (MBDoE) 6 Model-based Design of Experiment (MBDoE) → statistical DoE method1

Comparison of design configurations

Design variables

time allocation and amount of 4 fast acting Lispro boluses time allocation and amount of carbohydrates of 4 meals

Constraints upper (D1 = 180 mg/dL, “soft”) and lower (D2 = 60 mg/dL, “hard”) thresholds on G

simple bounds on design variables Initial guess on model parameters: θ0 = [1.000 1.000 1.000]T

True set defining the diabetic subject: θ = [0.025 1.250 5.400] T

Compared design configurations

OMBRE: E-optimal redesign (a redesign is scheduled every Δtup = 6 hours)

DE-OMBRE: E-optimal redesign including disturbance estimation (Δtup = 6 hours)

GNU Octave C++

Optimal design of clinical tests for the identification of diabetes models

34

Page 35: Model-based design of experiments for model identification ... · Model-based design of experiments (MBDoE) 6 Model-based Design of Experiment (MBDoE) → statistical DoE method1

Case Study: OMBRE

0 2 4 6 8 10 12 14 16 18 20 22 240

2

4

6

8

10

12

14

16

Insu

lin b

olu

s [U

]

Time [h]

• hypoglycemia occurs • the OMBRE approach is not able to preserve the feasibility of the test • poor predictive capability of the model

0 2 4 6 8 10 12 14 16 18 20 22 240

20

40

60

80

100

120

140

Ca

rbo

hyd

rate

s [g

]

Time [h]

0 2 4 6 8 10 12 14 16 18 20 22 240

20

40

60

80

100

120

140

160

180

200

220

240

260

Glu

cose

co

nce

ntr

atio

n [

mg

/dL

]

Time [h]

Design result

Test samples

After identif.

Insulin administration

Meal uptake

35

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Case Study: DE-OMBRE

0 2 4 6 8 10 12 14 16 18 20 22 240

2

4

6

8

10

12

14

16

Insu

lin b

olu

s [U

]

Time [h]

• the test is safe and optimally informative • very good predictive capability of the model

0 2 4 6 8 10 12 14 16 18 20 22 240

5

10

15

20

25

30

Ca

rbo

hyd

rate

s [g

]

Time [h]

0 2 4 6 8 10 12 14 16 18 20 22 240

20

40

60

80

100

120

140

160

180

200

220

240

Glu

cose

co

nce

ntr

atio

n [

mg

/dL

]

Time [h]

Design result

Test samples

After Identif.

Insulin administration

Meal uptake

36

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DE-OMBRE: disturbance estimation

0 2 4 6 8 10 12 14 16 18 20 22 24-60

-40

-20

0

20

40

60

Estimated disturbance

Disturbance

Dis

turb

an

ce e

stim

atio

n [

mg

/dL

]

Time [h]

0 2 4 6 8 10 12 14 16 18 20 22 24-60

-40

-20

0

20

40

60

Dis

turb

an

ce e

stim

atio

n [

mg

/dL

]

Time [h]

Design value

Estimated disturbance

Disturbance

DE-OMBRE (Ld = 1) DE-OMBRE (EKF)

DE-OMBRE including extended Kalman filtering:

disturbance estimation is more stable parameter estimation can be improved

DE-OMBRE allows for the detection of systematic errors

37

Page 38: Model-based design of experiments for model identification ... · Model-based design of experiments (MBDoE) 6 Model-based Design of Experiment (MBDoE) → statistical DoE method1

OMBRE/DE-OMBRE: Pros and cons

Very pragmatic approach to deal with uncertainty

Significant reduction in the optimisation problem complexity (and computational burden)

Highly flexible

• Possible to include backoffs

• Possible to change design criterion during the same experiment

DE-OMBRE handle the presence of systematic modelling errors or disturbances allowing

for the best possible estimation of model parameters

Robustness increased

Difficult to tune “complexity” in the disturbance estimation (DE) method

• Some disturbance estimation methods may “compensate too much”

→ is the resulting model helpful without the disturbance model?

No sound rule to choose among different updating approaches

38

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Remarks: what we have

An application-independent methodology for DoE/MBDoE

A suite of advanced techniques and procedures for the optimal design of experiments in the presence of uncertainty

A framework for the applications of advanced MBDoE techniques to the online identification of deterministic models

39

Now some applications more in detail …

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A model-based design of experiments approach for the identification of kinetic models of methanol oxidation on silver catalyst

Galvanin, F., N. Al-Rifai, E. Cao, V. Dua, A. Gavriilidis (2014). Presented at: UK Catalysis Conference (Loughborough, 8-9 January 2015).

Galvanin, F., N. Al-Rifai, E. Cao, V. Dua, A. Gavriilidis (2014). In: Proceedings of PSE2015/ESCAPE25 (Copenhagen, 31 May-4June 2015).

A systematic approach to kinetic modeling

40

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Outline

41

• Introduction and problem definition – Development of kinetic models for methanol oxidation on silver catalyst

• Microstructured reactors for kinetics evaluation

• Candidate kinetic mechanisms

• Microreactor model

• Model-based Design of Experiments (MBDoE) – Experimental design procedure

– Definition of the experimental design space

– Information maps and ranking of experiments

– Multi-objective design formulation

• Results

• Final remarks

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5

Introduction and problem definition (I)

one of the world’s most important chemicals

Industrial formaldehyde synthesis → catalytic oxidation of methanol

• Silver catalyst process (50% of the total in Western Europe)

Catalyst: Ag under lean air conditions

• Formox process Catalyst: Ferric molybdate at excess air condition

Polyurethane and polyester plastics

Resins Tanning, coating and bonding agents

Formaldehyde

Dispersion and plastics precursors

Dyes

Disinfectant, tissue fixative, …

42

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5

Introduction and problem definition (II)

Silver catalyst process: industrial conditions • Atmospheric pressure • 1:1 oxygen-methanol mixture • Temperature range 850 – 923 K • If steam is introduced (H2O/CH3OH = 0.67) and CH3OH/O2 = 2.4-2.5 → CH2O selectivity ~ 90 %

Goals of the study • Kinetic modeling of the process at industrial conditions (T) in microfluidic devices • Detection of the most informative experimental regions for model development → Model-based design of experiments (MBDoE)

Overall oxidation process

mol kJ 591 - -1

22221

3 OHOCHOOHCH

mol kJ 48 1-

223 HOCHOHCH

Partial methanol oxidation

Methanol dehydrogenation

Observed by-products • H2, CO, H2O, CO2

• HCOOCH3, CH2O2

43

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Microreactors for kinetics evaluation

44

• Microreactors are miniaturized reaction systems • Dimensions: 10s - 100s micron scale • Main uses

– Reaction Kinetic Studies – Catalytic Testing – High Pressure/Temperature Chemistries – Nanoparticle Synthesis

• Allow to exploit continuous processes • High heat and mass transfer • Minimal consumption of reagents/catalyst • Millisecond residence time to study fast reactions • Suitable to numbering-out (as opposed to scale-up) • Safer systems for managing hazardous chemistries • Ability to explore a wide reaction space

Advantages of microreactors

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Kinetic models of methanol oxidation on silver

5

Bhattacharyya (1967-1971)

Robb and Harriott (1974)

Full understanding of kinetics of the reaction on silver at industrially relevant reaction temperature still to be established!

Andreasen et al. (2003)

Lefferts et al. (1986-1987)

Wax and Madix (1978)

Juusola et al. (1970)

Graydon et al. (1970)

Mechanism via methoxy intermediate (CH3O*) is introduced

Full microkinetic model

Andreasen et al. (2005) Microkinetic model simplified

Steady-state adsorption model (537-563 K)

Steady-state adsorption model: generalisation

Oxidative dehydrogenation of methanol : understanding the role of adsorbed oxygen

Different oxygen species at the catalyst surface

Langmuir-Hinshelwood mechanism: total methanol reaction rate

45

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5

Microkinetic model based on Langmuir-Hinshelwood mechanism → Wachs and Madix (1978) suggested mechanism (via methoxide)

Andreasen microkinetic model1

5

Reaction Description Equilibrium equations

CH3OH + * ⇌ CH3OH* Methanol adsorption

O2 + *⇌ O2* Molecular oxygen adsorption

O2* ⇌ 2O* Atomic oxygen adsorption

2CH3OH* +O*⇌ CH3O* +H2O* Methanol selective oxidation

CH3O* + * ⇌ H2CO* +H* (SLOW) Formaldehyde from methoxide

CH2O* ⇌ H2CO + * Products desorption

2H* ⇌ H2 + * Products desorption

H2O*⇌ H2O + * Products desorption

H2CO* + O* ⇌ HCOO* +H* Formate formation

HCOO* + * ⇌ CO2* +H* (SLOW) Formate decomposition

CO2* ⇌ CO2 + * Products desorption

*

31*3 OHCHOHCH pK

*

22*2 OO pK

2/1*

*23* OO pK

2/11

*2*4*3*3

OHOOHCHOCH K

*

2

1

6*2 OCHOCH pK

**25

*

*355 HOCHOCH kKr

*2/12/1

7* 2 HH pK

*1

8*2 2 OHOH pK

**210

*

*105 HCOHCOO kKr

11

*

*2*2 / KpCOCO

***29* / HOCOHHCOO K

46

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5

2

*

2/14/1

55 1223 b I

OHOOHCH

Ap

p

p

p

p

pKkr

2

2/12/1

1010 1222

b II

OHCOH

Bp

p

p

p

p

pKkr

Andreasen simplified model1

5

N

i

i

1

*

* 1

Total coverage:

The full microkinetic model is limited to the representation of the rate limiting steps. The following two overall reactions may be derived

O2

1

2

1

4

122223 HHCOHOOHCH

2

12222 HCOOCOH ⇌

⇌ 1)

2)

βI, βII = approach to the equilibrium

θ* = global coverage

N = number of species on the surface

Methanol oxidation to formaldehyde

Oxidation of formaldehyde to carbon dioxide

Derived kinetic expressions

47

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• Selectivity towards formaldehyde is limited by combustion reactions (favoured at lower T).

• CO formation is negligible under T = 900 K (pyrolitic gas phase reaction)

5

Oxidation pathways

5 Total coverage:

Together with 1) and 2), also the combustion reactions have to be taken into account1

CH2OH CH2O

CO2 Adsorbed oxygen

Adsorbed oxygen

Adsorbed oxygen

Gas phase oxygen

Gas phase oxygen

1Bhattacharyya, S. K., Nag, N. K., Ganguly, N. D. (1971). Journal of Catalysis, 23, 158-167.

Comments

48

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5

Proposed competitive kinetic mechanisms

5

Nreaz Reactions Model 1 Model 2 Model 3

1 CH3OH + 1/4O2 ⇌ CH2O + 1/2H2 + 1/2H2O √ √ -

2 CH2O + 1/2O2 ⇌ H2 + CO2 √ √ √

3 CH3OH + 3/2O2 → 2H2O+ CO2 - √ √

4 CH2O + O2 → H2O + CO2 - √ √

5 CH3OH ⇌ CH2O + H2 - - √

6 CH3OH + 1/2O2 ⇌ CH2O + H2O - - √

7 H2 + 1/2O2 → H2O √ √ √

Number of kinetic parameters (Nθ) 6 10 12

1Schubert, H., Tegtmeyer, U., Schlögl, R. (1998) Catal Lett, 28, 383.

• Model 1: reaction 1-2 from Andreasen model, reaction 7 occurring at high T1 • Model 2: like Model 1, includes combustion reactions • Model 3: includes separate methanol dehydrogenation (5) and oxidation pathways (6)

Comments

49

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Microreactor model

ii EAθ

1Cao and Gavriilidis (2014) 3

reazN

j

jiji

zi r

dz

cv

t

c

1

ν

Modeled as a plug flow reactor (PFR)

Mass balance for component i

L = 12.55 mm

F = 26.5 mL/min

H = 0.12 mm

W = 0.6 mm

Inlet Outlet • ci is the species concentration • rj and νij are the reaction rate and the stoichiometric

coefficient of the i-th species in the j-th reaction • z is the axial coordinate • vz is the speed of fluid flow in the z-direction • t the integration time

0,,,,,,, ttztztz θuxxf

GC analysis

Reaction channel

System of Differential and

Algebraic Equations

(DAEs)

x = reactant/products concentrations u = input variables (T, P, F) ŷ = set of measured concentrations θ = set of model parameters

tztz ,,ˆ xgy

reaz

ET

TA

i Niki

refi

...1 expln

Estimation of kinetic parameters

Pre-exponential factors (Ai) and activation energies (Ei)

50

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Experimental design procedure

5

Propose (probable) reaction mechanisms

Formulation of competitive kinetic models

Evaluation of model complexity/model reduction

Experiment execution

Model-Based Design of Experiments • For model discrimination1

• For improving parameter precision2

Parameter Estimation

Ok?

Discard inadequate

models

STOP NO YES

Chemistry

Surface science

1Hunter, W. G., A. M. Reiner (1965). Technometrics, 7, 307-323.

2Box, G. E. P., H. L. Lucas (1959). Biometrika, 46, 77-90. 51

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Model-based design of experiments: formulation

1Cao and Gavriilidis (2014) 3

,ψminarg,ψminarg 1PEθHθV

θ

D

sp y yn

k

N

i

N

jNml

T

m

kkj

l

kkiijθθ

θ

tzy

θ

tzys

1 1 1...1,

0,ˆ,ˆ

,

HθH

0

0.2

0.4

0.6

0.8

1

1.2

0 50 100 150 200 250 300

Pe

ak R

atio

Time, min

R1

L/G=10ul/3ml L/G=15ul/1.5mlL/G=5ul/3ml

New MBDoE formulation for microreactor platforms

Fisher information matrix (FIM)

z [mm]

Sampling in space

Sampling in time

F1 F2

F3

Flow rate

Optimal design for improving parameter estimation

φ = [y0, u, tsp, τ]T

• y0 set of initial conditions on the measured variables (Ci) • u set of manipulated inputs (T, P, F) • tsp set of time instants at which the measured variables are sampled • τ the experiment duration (possibly)

Design vector

INFO from spatial domain

t

52

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Information maps and ranking of experiments

1Cao and Gavriilidis (2014) 3

Given a candidate model it is possible • To detect the best experimental conditions for model identification • To evaluate the amount of information related to one or more experiments

(→ ranking of performed experiments)

FIM related to the i-th experimentfor

the j-th competitive model

|| . || is a matrix norm (trace, determinant, maximum eigenvalue).

Global FIM obtained from the Nexp

experiments for the identification of the j-th model

Amount of information which can be obtained for the estimation of the j-th model parameters from the i-th experiment → Relative Fisher Information (RFI) index

j

ij

N

i

ij

ij

ijRFIH

H

H

H

exp

1

1 2 3 4 5 6 7 8 9 10 11 12 13 14 150.00

0.02

0.04

0.06

0.08

0.10

0.12

0.14

0.16

0.18

Re

lative

Fis

he

r In

form

atio

n [A

d.]

Number of experiments

Model 1

53

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Joint Model-based Design of Experiments

1Cao and Gavriilidis (2014)

NMiy

iNiM

N

i

NM

N

NMDD

yyPP

yM

,

2

,

2

,,

11,

MDMD

σ

ˆˆmaxargψmaxarg

ε/ψ 1

PE

M

N

j

j NM

H

MAXMIN εεε

Multi-objective MBDoE formulation • Optimal design for discriminating between NM competing kinetic models1 • Optimal design for improving the estimation of kinetic parameters2

Design of experimental conditions providing the greatest difference between model predictions

… ensuring at the same time the best possible reduction of parametric uncertainty

st “ε-constraint method”3

MBDoE for improving parameter estimation

MBDoE for model discrimination

1Schwaab, M. et al. (2006), Chem. Eng. Sci., 61, 5791-5806 2Reizman, B. J., Jensen, K. F. (2012), Org. Process Des. Dev., 16, 1770-1782 3Cohon, J. L. (1978), Multiobjective Programming and Planning, Academic Press, New York

Pi = probability of the i-th model to be the “true” model ŷji = i-th predicted response of the j-th model

54

j-MBDoE

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MBDoE: definition of the experimental design space D

Number of performed experiments Nexp = 21

4

• Experiments E1-5: T varied from 725 to 826 K (yCH3OH=0.10, yO2=0.04, yH2O=0.07) • Experiments E6-9: T varied from 725 to 826 K (yCH3OH=0.15, yO2=0.06, yH2O=0.11) • Experiments E10-21: T kept at 733 K, variable yCH3OH (range 0.07-0.14, E10-E14), yO2 (range 0.03-

0.10, E15-E17) and yH2O (range 0.02-0.21, E18-E21)

Elements of the design vector φ and design space D • Composition of reactants in terms of molar fractions

– methanol (0.07-0.14) – oxygen (0.03-0.10) – water (0.02-0.22)

• Temperature T (725 K < T < 826 K) • Pressure P (1.6-1.7 atm) • Flow rate F (25-27 mL/min)

y0 = [yCH3OH yO2 yH2O]T

u = [T P F]T

Concentration measurements → CH3OH, O2, CH2O, H2, H2O and CO2 at the inlet (z = 0) and outlet (z = l) of the reactor (3% max error)

55

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Results: model discrimination (I)

Results after model identification: molar fraction profiles Vs temperature

720 740 760 780 800

0.00

0.01

0.02

0.03

0.04

0.05

0.06

CH

3O

H/O

2 m

ola

r fr

action [ad.]

Temperature [K]

CH3OH exp

O2 exp

Model 1

Model 2

Model 3

720 740 760 780 800 8200.09

0.10

0.11

0.12

0.13

0.14

0.15

0.16

0.17

H2O exp.

Model 1

Model 2

Model 3

H2

O m

ola

r fr

actio

n [

ad

.]

Temperature [K]

Comments • Model 1 fails to represent O2 concentration profiles • Great improvement if combustion reactions are included in the model formulation • Model 2/3 providing good results in terms of CH3OH, O2 and H2O representation

56

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Results: model discrimination (II)

Results after model identification: molar fraction profiles Vs temperature

720 740 760 780 800 8200.00

0.01

0.02

0.03

0.04

0.05

0.06

0.07

0.08

CH

2O

/CO

2 m

ola

r fr

action [ad.]

Temperature [K]

CH2O exp.

CO2 exp.

Model 1

Model 2

Model 3

720 740 760 780 800 8200.000

0.005

0.010

0.015

0.020

CO

2 m

ola

r fr

actio

n [

ad

.]

Temperature [K]

CO2 exp.

Model 1

Model 2

Model 3

Comments • Model 1 fails to represent CO2 and CH2O at lower temperatures • Model 3 provides an excellent fitting of CH2O concentrations → importance of competitive methanol dehydrogenation/selective oxidation pathways • Model 3 is the only model able to represent the CO2 trend

57

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Results: model discrimination (III)

Model

Model 1 Model 2 Model 3

χ2 9762 7721 6874

Nθ 6 10 12

AIC -6.4 2.1 6.3

Pi 27% 34% 39%

Trade-off between model complexity (Nθ) and model adequacy (χ2,Pi) → (Akaike Information Criterion)

2ln22AIC N

Model 3: best fitting, but higher number of model parameters

58

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Results: model discrimination (III)

Param. Estimated Value 95% conf. interval t-value (ref t-val: 1.66)

A1 [mol/m2 s] 308.360 (×104) 328.008 0.940

A2 [mol/m2 s]

23.760 (×104) 104.800 0.227

A3 [mol/m2 s]

3.176 (×104) 3.976 0.799

A4 [mol/m2 s]

13.016 (×104) 296.641 0.044

A5 [mol/m2 s]

16.48 (×104) 8.8×108 2.3×10-8

A6 [mol/m2 s]

0.201 (×104) 1.011 0.199

E1 [kJ/mol] 128.82 6.88 18.620

E2 [kJ/mol] 146.41 28.96 5.061

E3 [kJ/mol] 86.72 8.01 10.830

E4 [kJ/mol] 124.24 146.16 0.849

E5 [kJ/mol] 416.25 3.7×107 1.4×10-7

E6 [kJ/mol] 48.37 32.63 1.48

59

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Results: model discrimination (IV)

After model discrimination (Nexp = 21 performed experiments) • Model 3 is the best model in terms of fitting capability • With the available set of experiments it is not possible to estimate the set of kinetic

parameters in a statistically sound way

Model 3 is structurally identifiable → a number of experiments is poorly informative for model identification in the design space D

Need to detect the most informative experimental conditions → MBDoE and ranking of performed experiments

60

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Results: ranking of performed experiments

1 3 5 7 9 11 13 15 17 19 210.00

0.02

0.04

0.06

0.08

0.10

0.12

0.14

0.16

0.18

H2OCH

3OH

O2

T

Rela

tive F

isher

info

rmation

Number of experiments

Model 1

Model 2

Model 3

T

Comments • Increment on temperature

→ beneficial for Model 2 → unhelpful for Model 1 and 2

• Increment on oxygen concentration in the feed → always beneficial

• High methanol concentration in the feed → beneficial for Model 2 and 3 → maximum in the information realised for Model 1

• Increment on water concentration in the feed → increases the information for Model 1 and 2 → it does not particularly affect Model 3 identification

Performed experiments: evaluation of RFI for each candidate kinetic model

Each model needs specific experimental conditions for the precise estimation of the kinetic parameters

61

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Results: screening of design space and information maps

0 2 4 6 8 10 12 14 16 18 20 220.00

0.05

0.10

0.15

0.20

0.25

0.30

0.35

0.40

0.45

0.50

Re

lative F

ish

er

info

rma

tion

D-optimal experiments

Model 1 (DoE)

Model 2 (DoE)

Model 1 (MBDoE)

Model 2 (MBDoE)

MBDoE

The optimal experimental conditions are: • T = 800 K, P = 165000 Pa, F = 26 mL/min; • methanol, oxygen and water initial molar fractions

.

y0 = [yCH3OH yO2 yH2O]T = [0.14 0.10 0.22]T

Highly informative experiments are characterised by high methanol, oxygen and water concentration

62

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0.2 0.3 0.4 0.5 0.6 0.7 0.8

1.0

1.2

1.4

1.6

1.8

2.0

2.2

2.4

Pure design opt

Pure discrim. opt

1

2

3

MBDoE Optimal points

Dis

crim

ina

ting

Po

we

r [A

d.]

Design A-optimality [Ad.]

4

Joint MBDoE: computation of trade-off solutions1

y0 = [yCH3OH yO2 yH2O]T

= [0.14 0.10 0.22]T

63

Optimal conditions

T

T4 = 826 K T3

= 796 K T2

= 765 K T1 = 732 K

Maximum confidence on parameter estimation

Maximum difference between model predictions

F = 26.0 mL/min P = 1.6 atm

Variable temperature

1Galvanin, F., Cao, E., Al-Rifai, N., Gavriilidis, A., & Dua, V. (2016). A joint model-based experimental design approach for the identification of kinetic models in continuous flow laboratory reactors. COMPUTERS & CHEMICAL ENGINEERING, 95, 202-215.

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0.2 0.3 0.4 0.5 0.6 0.7 0.8

1.0

1.2

1.4

1.6

1.8

2.0

2.2

2.4

Pure design opt

Pure discrim. opt

1

2

3

MBDoE Optimal points

Dis

crim

ina

ting

Po

we

r [A

d.]

Design A-optimality [Ad.]

4

Joint MBDoE: optimal design of temperature profile

64

720

740

760

780

800

820

840

T3 = 796 K

T2 = 765 K

t4 0 t

3 t

2

EXP4EXP3EXP2

T4 = 826 K

Tem

pe

ratu

re p

rofile

[K

]

Time

T1 = 732 K

EXP1

t1

GOAL: optimal design of a sequence of steady state experiments for simultaneous improvement of parameter precision and model discrimination

joint Model-based Design of Experiments (j-MBDoE)

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Joint MBDoE: optimal design results .

65

-1.6x105

-8.0x104 0.0 8.0x10

41.6x10

52.4x10

53.2x10

5-4.8x10

6

-3.2x106

-1.6x106

0.0

1.6x106

3.2x106

4.8x106

Ea,2 [J/m

ol]

Ea,3

[J/mol]

OFAT design

j-MBDoE

66

68

70

72

74

76

78

80

Form

ald

ehyd

e s

ele

ctivity [

%]

Time

Model 1

Model 2

Model 3

Exp.

S

EXP4EXP3EXP2EXP1

t4 0 t

3 t

2t1

j-MBDoE allows for a substantial reduction of parametric uncertainty related to critical kinetic parameters1

Model prediction of j-MBDoE esperiments • Model 3 is the only model predicting an

increase of CH2O selectivity with T

1Galvanin, F., Cao, E., Al-Rifai, N., Gavriilidis, A., & Dua, V. (2016). A joint model-based experimental design approach for the identification of kinetic models in continuous flow laboratory reactors. COMPUTERS & CHEMICAL ENGINEERING, 95, 202-215.

Page 66: Model-based design of experiments for model identification ... · Model-based design of experiments (MBDoE) 6 Model-based Design of Experiment (MBDoE) → statistical DoE method1

Final remarks

• Candidate kinetic models for methanol oxidation on Ag have been developed

• Model discrimination results

– Model 1 → fails on representing O2 and CO2 concentrations

– Model 3 → best model in terms of fitting capability

• Methanol selective oxidation and dehydrogenation pathways are included

• Total oxidation pathways for CH3OH and CH2O are included

– Critical issue: precise estimation of the model parameters

• Model-based design of experiments (MBDoE)

– Screening of the design space for the precise estimation of the model parameters

• Quantitative evaluation of information: ranking of experiments

– Joint Model-based Design of Experiments (j-MBDoE)

• simultaneous model discrimination and improvement of parameter precision

25

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Towards a model-based diagnosis of Von Willebrand disease

Galvanin, F., M. Barolo, R. Padrini, S. Casonato, F. Bezzo (2014). A model-based approach to the automatic diagnosis of Von Willebrand disease. AIChE J., 60, 1718-1727. (Awarded with the 1st prize in “Process Systems Enterprise Ltd. Model-Based Innovation Prize 2014)

A systems engineering approach for pharmacokinetic modeling

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Outline

• Introduction

– Von Willebrand Disease (VWD)

– Clinical evaluation of subjects affected by VWD

• Model development and identification from clinical tests

– Suitable model structures

– Parameter estimation results for distinct classes of subjects

• Model-based diagnosis: a case study

– Classification of subjects affected by VWD type 1

• Model-based design of clinical tests

• Final remarks

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Von Willebrand Disease (VWD)

VWD classification

Type 1 → VWF quantitative defect very heterogeneous nature

Type 2 → VWF functional defect 2A, 2B, 2N, 2M

Type 3 → virtual absence of VWF

Lillicrap, D. (2007). Thromb. Res., 120, S11-S16.

Von Willebrand disease (VWD) the most common inherited coagulation disorder described in humans (~1% the global incidence in the world) characterised by a deficiency and/or dysfunction of the von Willebrand factor (VWF) VWF is a large multimeric glycoprotein

mediates the aggregation of platelets promotes the coagulation factor VIII (FVIII) in the blood stream

Typical VWD symptoms: nosebleeds, excessive bleeding from small lesions in skin, menorrhagia

Vicenza → no anomalies in multimer distribution, reduced VWF levels

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Base mechanisms of VWF release and distribution

McGrath et al. (2010), Blood, 23, 13-25.

VWF RELEASE VWF PROTEOLYSIS VWF CLEARANCE

secretion of super ultra-large multimers

(SUL)

elimination from plasma (independent by multimer size)

proteolysis of SUL to smaller species operated by a specific

enzyme (ADAMTS 13)

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Medical evaluation of a subject affected by VWD

Evaluation of the patient history and general physical examination

Preliminary VWD tests VWF levels (Ag/RCo/CB) and activity (FVIII)

Advanced VWD tests DDAVP, multimer distribution, platelet/FVIII binding

DDAVP test

Antigen (VWF:Ag) measurements

Collagen-binding (VWF:CB) measurements

Multimeric assay (gel electrophoresis)

VWD diagnosis → analysis of the available data from preliminary and advanced laboratory tests

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www.capelab.dii.unipd.it

The available data set: average profiles

Clinical data

Antigen measurements Collagen-binding measurements

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www.capelab.dii.unipd.it

The available data set: individual profiles

0 2 4 6 8 10 12 14 16 18 20 22 240

50

100

150

200

250

300

350

400

450

500

VW

F:A

G [

U/d

L]

Time [h]

Subject i (0)

Average profile

0 2 4 6 8 10 12 14 16 18 20 22 240

50

100

150

200

250

300

350

400

450

500

VW

F:A

g [

U/d

L]

Time [h]

Subject i (non-0)

Average profile

1. Strong heterogeneity between subjects (and different dynamics) 2. Presence of strong oscillations (outliers?) on measurements

Normal profiles

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www.capelab.dii.unipd.it

The available data set

Multimeric analysis via gel electrophoresis • Evaluation of UL, H, and L multimeric species

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Model discrimination: suitable model structures

D

SUL

UL LH

F0

F1

F2

F3

F4 F5

F7 F8

F6

F9

VWF:CB VWF:AG VWF:CB VWF:AG

Compartmental pharmacokinetic models → systems of differential and algebraic equations (DAEs)

Model 1 Model 2 D

SUL

F1

F4

UL+H L

F5

F2

F3

F0

75 Galvanin et al. (2014), AIChE J, 60, 1718-1727.

Main issue: ensuring model identifiability from VWF:Ag/CB measurements only → Model 2

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www.capelab.dii.unipd.it

Model 2: features and assumptions

Features 1. D release of super ultralarge (SUL)

multimers 2. Proteolysis of SUL to ultralarge/high

(UL+H) and low (L) molecular weight multimers

3. Reduction of (UL+H) to L 4. Correction on CB measurements

Assumptions 1. At the basal state only H and L are

present (UL = SUL = 0) 2. VWF:AG reproduces the evolution in time

of UL+H+L, whereas VWF:CB reproduces UL+H

3. SUL cannot be measured directly

H

b

L

bCB

CB

b

AG

bCBBC

x

xky

y

ykyy 1

D

SUL

k1

ke

UL+H L

ke

k2

k3

k0

VWF:CB VWF:AG

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www.capelab.dii.unipd.it

Identifiable set of model parameters

Flux analysis and model parameters

D

SUL

k1

ke

UL+H L

ke

k2

k3

k0

Release

Elimination

Proteolysis

F1: SUL → UL + H f (k1) F2: SUL → L f (k2) F3: UL + H → L f (k3)

F0: SUL f (k0, D)

F4: UL+H f (ke) F5: L f (ke)

F0

F1 F2

F3

F5 F4

DkkkkkDkee 3210

/

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Standard PK parameters and heuristic indicators

dtFkI

τ

001

τ

332dtFkI

τ

5

τ

43dtFkdtFkI

ee

VWF release rate [U/h]

Proteolysis rate [U/h]

Clearance rate [U/h]

deVkCL

dtDkBWQ

ttk

τ

0

max0

0

1 exp

Standard PK parameters

Clearance [mL/kg/h]

Amount of VWF released [U/kg]

e

elk

T2ln

2/1 Elimination half-life [h]

Heuristic indicators

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Estimation of PK parameters

79

The model representation of key PK parameters is in very good agreement with available physiological data

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Individual VWF:Ag/CB data are available for two (supposed) unknown subjects 1. Subject A (healthy non-O) 2. Subject B ( VWD type 2B)

Model-based diagnosis: proposed procedure

Parameter

estimation

Diagnose

clear?

END

Individual

data

Model-based

classification

Design of a

new test

Test execution0 subjects

non-0 subjects

2A subjects

2B subjectsVicenza subjects

HISTORICAL DATA

Statistical

characterisation of

data pools

DA

TA

PO

OL

S →

Yes

No

80

heteroscedastic variance

s w yg

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Model-based diagnosis: results (I)

Subject Healthy O Healthy non-O 2A 2B Vicenza

A 5350 3409 7268 8311 9148

B 92 87 50 20 177

N

i

M

j

spN

k

ijkijkijk

N

i

M

j

spN

k

ijkijkyyrSSWR

1 1 1

22

1 1 1

22 σ/ˆσ/

Results after parameter estimation are analysed in terms of sum of squared weighted residuals (SSWR):

model-based diagnosis consistent with clinical diagnosis

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Model-based diagnosis: results (II)

Diagnosis is clear Subject A → healthy non-O Subject B → VWD type 2B Excellent fitting of VWF levels is realised

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Classification of VWD type 1: problem definition

Classification of type 1 subjects from individual VWF:Ag/CB data is a complex and not fully resolved issue

5 distinct pools of genetically characterised subjects from preliminary studies1

No Mutation Missense mutation Nonsense mutation Missense C1130F Normal subjects

83 1Casonato et al. (2010), Transl Res, 155, 200-208 83

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www.capelab.dii.unipd.it

0 10 20 30 40 50 60 70

2

4

6

8

10

12

18

20

1

2

34

17

30 32

39

567

8

9

10

11

12

13

1415

16

38

18

19

21

22

24

2526

2728

29

3137

2023 33

34

3536

Nonsense

No mutation

Missense

C1130F

Normal

Vicenza

Cle

ara

nce

[m

L/k

g/h

]

Amount of VWF released [U/kg]

Classification of VWD type 1: results

0 10 20 30 40 50 60 70

0

2

4

6

8

161820

1

2

3

417

30 3239

5

6

7

8

9

10

11

12

13

14

15

16

38

18

19

21

22

24 2526

27

28

29

3137

20

23

3334

35

36Velo

city

of elim

inatio

n [U

/kg/h

]Amount of VWF released [U/kg]

Nonsense

No mutation

Missense

C1130F

Normal

Vicenza

0 10 20 30 40 50 60 70

2

4

6

8

10

12

18

20

1

2

34

17

30 32

39

567

8

9

10

11

12

13

1415

16

38

18

19

21

22

24

2526

2728

29

3137

2023 33

34

3536

Nonsense

No mutation

Missense

C1130F

Normal

Vicenza

Cle

ara

nce

[m

L/k

g/h

]

Amount of VWF released [U/kg]

0 10 20 30 40 50 60 70

0

2

4

6

8

161820

1

2

3

417

30 3239

5

6

7

8

9

10

11

12

13

14

15

16

38

18

19

21

22

24 2526

27

28

29

3137

20

23

3334

35

36Velo

city

of elim

inatio

n [U

/kg/h

]Amount of VWF released [U/kg]

Nonsense

No mutation

Missense

C1130F

Normal

Vicenza

Despite the great simplification with respect to genetic investigation, the model can represent with good accuracy most classes VWD type 1 through much less expensive clinical tests Several complex genetic exceptions are detected, too.

O non-O

nonsense heterozygous

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Final remarks

• Development of two identifiable mechanistic models for the description of VWD

– Quantitative assessment of biochemical pathways for pools of subjects

– Either model can be used depending on quality of available measurements

• Potential for representing specificity of single subjects

• Faster and more effective diagnosis from clinical data.

• Design for shorter and easier clinical tests

− Minimum stress for the subject

− Strong impact on the economy of diagnostic procedures

• Future work

– Investigating the relationship between PK parameters and genetics in type 1 VWD

– In silico experiments for the development of customized therapeutic procedures

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Other MBDoE applications: bioengineering (I)

Optimal chemotherapeutic drug administration for the

identification of cancer models (Galvanin et al., 2010)

Optimal design of clinical tests for the identification of

complex physiological models of type I and II diabetes

mellitus (Galvanin et al., 2009-2013)

→ wearable artificial pancreas (WAP) project → impact of the use of continuous glucose monitoring systems (CGMs) on model identification

→ managing the delivery of chemotherapeutic agents under the uncertainty scenario

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Advanced model-based design of experiments for the identification of PK-

PD models (Galvanin et al., 2013)

→ optimisation of antibiotic dosage → optimal design of parallel PK-PD experiments

0 8 16 24 32 40 48 56 64 72 80 88 96

0

5

10

15

20

25

30

35

40

Cip

roflo

xaci

n co

ncen

trat

ion

[g/

mL]

Time [h]

C1

C2

C3

C4

0 8 16 24 32 40 48 56 64 72 80 88 960

1

2

3

4

5

6

7

8

9

10

11

Via

ble

co

un

t [lo

g1

0 (

CF

U/m

L)]

Time [h]

Est. C1

Est. C2

Est. C3

Est. C4

C1

C2

C3

C4

0 200 400 600 800 10000.000

0.005

0.010

0.015

0.020

0.025

[

h-1]

I [E/m2s]

An identifiable state model to describe light intensity influence on

microalgae growth (Bernardi et al., 2014)

0 20 40 60 80 100 1200.0

0.3

0.6

0.9

1.2

0 20 40 60 80 100 120

t [h]

I = 350 E/m2s

c [g/L

]

t [h]

I = 750 E/m2s

→ model discrimination → development of structurally identifiable models of algal growth

Other MBDoE applications: bioengineering (II)

Microalgae growth

87

Cellular concentration

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Other MBDoE applications: process systems engineering

Parallel design of experiments for the identification of bacterial

inactivation models (Galvanin et al., 2014)

0 5 10 15 20 25 300

1

2

3

4

5

6

7

8

60 bar

80 bar

100 bar

120 bar

T = 35°C

log

(N

) [c

fu/g

]

t [min]

→ bacterial inactivation by supercritical CO2 → optimal sampling and investigation of the process conditions (T,P)

Design of experiments for the identification of models for electrodialysis desalting (Galvanin et al., under review)

→ modeling an electrodialysis process for the treatment of liquids in food industry → optimal design managing electric current intensity profile → great reduction of experimental time if the current intensity profile is managed by MBDoE

18 h (DoE) Vs

1 h (MBDoE)!

88

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Thank you for your attention

89