MIT Plan for the Session Questions? Complete some random topics Lecture on Design of Dynamic Systems...

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Plan for the Session • Questions? • Complete some random topics • Lecture on Design of Dynamic Sy stems (Signal / Response System s) • Recitation on HW#5?

Transcript of MIT Plan for the Session Questions? Complete some random topics Lecture on Design of Dynamic Systems...

Page 1: MIT Plan for the Session Questions? Complete some random topics Lecture on Design of Dynamic Systems (Signal / Response Systems) Recitation on HW#5?

Plan for the Session

• Questions?

• Complete some random topics

• Lecture on Design of Dynamic Systems (Signal / Response Systems)

• Recitation on HW#5?

Page 2: MIT Plan for the Session Questions? Complete some random topics Lecture on Design of Dynamic Systems (Signal / Response Systems) Recitation on HW#5?

Dummy Levels and μ

• Before • After

– Set SP2=SP3 – μrises – Predictions unaffected

Page 3: MIT Plan for the Session Questions? Complete some random topics Lecture on Design of Dynamic Systems (Signal / Response Systems) Recitation on HW#5?

Number of Tests

• One at a time – Listed as small

• Orthogonal Array – Listed as small •White Box – Listed as medium

Page 4: MIT Plan for the Session Questions? Complete some random topics Lecture on Design of Dynamic Systems (Signal / Response Systems) Recitation on HW#5?

Linear Regression

• Fits a linear model to data

Page 5: MIT Plan for the Session Questions? Complete some random topics Lecture on Design of Dynamic Systems (Signal / Response Systems) Recitation on HW#5?

Error Terms

• Error should be independent – Within replicates – Between X values

Page 6: MIT Plan for the Session Questions? Complete some random topics Lecture on Design of Dynamic Systems (Signal / Response Systems) Recitation on HW#5?

Least Squares Estimators

• We want to choose values of bo and b1 that minimize the sum squared error

• Take the derivatives, set them equal to zero and you get

Page 7: MIT Plan for the Session Questions? Complete some random topics Lecture on Design of Dynamic Systems (Signal / Response Systems) Recitation on HW#5?

Distribution of Error

• Homoscedasticity

• Heteroscedasticity

Page 8: MIT Plan for the Session Questions? Complete some random topics Lecture on Design of Dynamic Systems (Signal / Response Systems) Recitation on HW#5?

Cautions Re: Regression

• What will result if you run a linear regression on these data sets?

Page 9: MIT Plan for the Session Questions? Complete some random topics Lecture on Design of Dynamic Systems (Signal / Response Systems) Recitation on HW#5?

Linear Regression Assumptions

1. The average value of the dependent variable Y is a linear function of X.

2. The only random component of the linear model is the error term ε. The values of X are assumed to be fixed.

3. The errors between observations are uncorrelated. In addition, for any given value of X, the errors are normally distributed with a mean of zero and a constant variance.

Page 10: MIT Plan for the Session Questions? Complete some random topics Lecture on Design of Dynamic Systems (Signal / Response Systems) Recitation on HW#5?

If The Assumptions Hold

• You can compute confidence intervals on β1

• You can test hypotheses – Test for zero slope β1

=0– Test for zero intercept

β0=0

• You can compute prediction intervals

Page 11: MIT Plan for the Session Questions? Complete some random topics Lecture on Design of Dynamic Systems (Signal / Response Systems) Recitation on HW#5?

Design of Dynamic Systems (Signal / Response Systems)

Page 12: MIT Plan for the Session Questions? Complete some random topics Lecture on Design of Dynamic Systems (Signal / Response Systems) Recitation on HW#5?

Dynamic Systems Defined “Those systems in which we want the system response to follow the levels of the signal factor in a prescribed manner” – Phadke, pg. 213

Noise Factors

Product / Process

Control Factors

Signal Factors Response

Response

Signal

Page 13: MIT Plan for the Session Questions? Complete some random topics Lecture on Design of Dynamic Systems (Signal / Response Systems) Recitation on HW#5?

Examples of Dynamic Systems

• Calipers

• Automobile steering system

• Aircraft engine

• Printing

• Others?

Page 14: MIT Plan for the Session Questions? Complete some random topics Lecture on Design of Dynamic Systems (Signal / Response Systems) Recitation on HW#5?

Static versus Dynamic

Static• Vary CF settings • For each row, induce

noise • Compute S/N for eac

h row (single sums)

Dynamic• Vary CF settings • Vary signal (M) • Induce noise • Compute S/N for eac

h row (double sums)

Page 15: MIT Plan for the Session Questions? Complete some random topics Lecture on Design of Dynamic Systems (Signal / Response Systems) Recitation on HW#5?

S/N Ratios for Dynamic Problems

Responses

Signals

Continuous Digital

Continuous

Digital

Examples of each?

Page 16: MIT Plan for the Session Questions? Complete some random topics Lecture on Design of Dynamic Systems (Signal / Response Systems) Recitation on HW#5?

Continuous - continuous S/N

• Vary the signal among discrete levels

• Induce noise, then compute

Page 17: MIT Plan for the Session Questions? Complete some random topics Lecture on Design of Dynamic Systems (Signal / Response Systems) Recitation on HW#5?

C - C S/N and Regression

Page 18: MIT Plan for the Session Questions? Complete some random topics Lecture on Design of Dynamic Systems (Signal / Response Systems) Recitation on HW#5?

Non-zero Intercepts

• Use the same formula for S/N as for the zero intercept case

• Find a second scaling factor to independently adjust β and α

Response

Signal Factor

Page 19: MIT Plan for the Session Questions? Complete some random topics Lecture on Design of Dynamic Systems (Signal / Response Systems) Recitation on HW#5?

Continuous - digital S/N

• Define some continuous response y

• The discrete output yd is a function of y

Page 20: MIT Plan for the Session Questions? Complete some random topics Lecture on Design of Dynamic Systems (Signal / Response Systems) Recitation on HW#5?

Temperature Control Circuit

• Resistance of thermistor decreases with increasing temperature

• Hysteresis in the circuit lengthens life

Page 21: MIT Plan for the Session Questions? Complete some random topics Lecture on Design of Dynamic Systems (Signal / Response Systems) Recitation on HW#5?

System Model

• Known in closed form

Page 22: MIT Plan for the Session Questions? Complete some random topics Lecture on Design of Dynamic Systems (Signal / Response Systems) Recitation on HW#5?

Problem Definition What if R3 were also a noise? What if R3 were also a CF? Noise Factors

R1, R2, R4, Eo, Ez

Response

Product / Process

Control Factors

Signal Factor

R1, R2, R4, Ez

R3

RT-ON

RT-OFF

Page 23: MIT Plan for the Session Questions? Complete some random topics Lecture on Design of Dynamic Systems (Signal / Response Systems) Recitation on HW#5?

Results (Graphical)

Page 24: MIT Plan for the Session Questions? Complete some random topics Lecture on Design of Dynamic Systems (Signal / Response Systems) Recitation on HW#5?

Results (Interpreted)

• RT has little effect on either S/N ratio – Scaling factor for both βs – What if I needed to independently set βs?

• Effects of CFs on RT-OFF smaller than for RT-ON

• Best choices for RT-ON tend to negatively impact RT-OFF

• Why not consider factor levels outside the chosen range?

Page 25: MIT Plan for the Session Questions? Complete some random topics Lecture on Design of Dynamic Systems (Signal / Response Systems) Recitation on HW#5?

Next Steps

• Homework #8 due 7 July

• Next session Monday 6 July 4:10-6:00 – Read Phadke Ch. 9 --“Design of Dynamic Sys

tems” – No quiz tomorrow

• 6 July --Quiz on Dynamic Systems