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Todays Journey

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

Goal: y = f(x1, x2, x3, ) Identify performance parameter (y) and design variables (x1, x2, x3, )

Design variables = control variables n = # of design variables

Note any noise variables (things which you can not control)

DOE Methodology

Specify target for performance parameter

Use QFD for this

Step 6 of RE & Redesign Methodology

DOE Methodology

Design the experiment

Specify levels of design variables

Scale DV to [-1,+1]

Replicate repeat trial of an experiment

DOE Methodology

For a basic linear model

Two factorial experiments (2n) y = 0 + 1x1 + 2x2 + + nxn

Use an experimental matrix to show all permutations of DV

N = 23 = 8 trials

DOE Methodology

Experimental matrix for 23 factorial exp.:

Trial 1 2 3 4 5 6 7 8 Vect. d1 d2 d3 d4 d5 d6 d8 d8 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 y1(d) y2(d)

DOE Methodology

-1 = low value of design variable +1 = high value of design variable For the matrix shown, number of replicates is 2

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

coefficients are then determined as:

Ei i = 2 and 0 =

h= 1

yh

N

for a 23 factorial experiment

DOE Methodology

Each Ei holds useful information about each DV xi

If Ei is near zero, then xi has little effect on y If Ei is large, the xi significantly affects y

A graphical representation of the response vs. each DV (called a response diagram) is helpful in showing these facts

DOE Methodology

From a response diagram point of view:

Plot values of y vs. xi(-) and xi(+)

Important DV

DOE Methodology

Use a response diagram to check the validity of the linear model assumption

Spread in the data from low to high indicates linear model is weak

DOE Methodology

Replicates

Defn: Replicate is a repeat trial Use to check the significance of results

Replicates rarely produce the exact same responses

r1 where r = # of replicates yi =

j =1

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

Define new DV as x12 = x1x2 , etc. coefficients defined as ij = Eij / 2

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.

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