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Motivating question:
How do you model a physical phenomenon which is not well understood in terms of physical equations?
Obvious answer:
Design of Experiments
Helicopter Problem
Design of Experiments
Design of Experiments (DOE) defn:
A theory which indicates the minimum number of experiments necessary to develop an empirical model of a physical phenomenon and a methodology for setting up the experiments
DOE represents the adoption by scientists and engineers of experimental methods used by psychologists for years
DOE Goal
Overall goal:
To model a performance parameter (i.e., a physical phenomenon) as a function of design variables (i.e., things we can control about the design)
Our approach:
Follow the DOE methodology
DOE Methodology
Note any noise variables (things which you can not control)
DOE Methodology
DOE Methodology
DOE Methodology
DOE Methodology
DOE Methodology
DOE Methodology
Step 4: Testing
Perform tests in rANdOm order Keep noise variables constant (as much as possible)
DOE Methodology
Step 5: Analysis
Determine coefficients
Regression analysis may be used (spreadsheets)
s can be defined in terms of the effect a variable xi has on the perf. parameter
Ei =
h : x i = (+ )
yh y h
N
h : x i =( )
whereh = 1 N
DOE Methodology
yh
N
DOE Methodology
A graphical representation of the response vs. each DV (called a response diagram) is helpful in showing these facts
DOE Methodology
Important DV
DOE Methodology
DOE Methodology
Replicates
Defn: Replicate is a repeat trial Use to check the significance of results
Replicates rarely produce the exact same responses
si2
y ( =
i1
yi
) + + (y
2
ir
yi
yij
r
DOE Methodology
Replicates (2)
For all trials:
Calculate the standard deviation (exp. error) of experiment, sT
sT =
2
si2
i= 1
(average variance
If 3sT < Ei, then xi is significant (i.e., more than noise) within a 99.7% confidence level
DOE Methodology
Interactions of DV
If a pure linear model is weak (from response diagram), use an interaction model
y = 0 + 1x1 + + nxn + 12x1x2 + 13x1x3 ++ n-1,nxn-1xn
DOE Methodology
Interactions of DV (2)
For a 23 factorial experiment, we add DV to the experimental matrix:
Trial 1 2 3 4 5 6 7 8 x1 -1 +1 -1 +1 -1 +1 -1 +1 x2 -1 -1 +1 +1 -1 -1 +1 +1 x3 -1 -1 -1 -1 +1 +1 +1 +1 x12 +1 -1 -1 x13 +1 -1 +1 x23 +1 +1 x123 -1 +1
DOE Summary
DOE provides a methodical approach to developing an empirical model of a physical phenomenon A basic linear or interaction (nonlinear) model can be constructed by performing [levels]n experiments Significant DV are determined by the DOE analysis
Advanced DOE
For a DOE with more than 2 levels, the number of experiments increases exponentially Instead of completing a full factorial experiment, a fractional experiment may be performed References:
Box, G., Statistics for Experimenters, Wiley, New York, 1978. John, P., Statistical Methods in Engineering and Quality Assurance, Wiley, New York, 1990.