User:Winterfors/Optimal design

=Mathematical formulation=

One wishes to estimate the values of the parameter vector $$\theta$$, given a vector of observations $$y$$. The observations $$y$$ are related to the parameters $$\theta$$ through the relationship


 * $$y = \eta(\theta, x) + E \,$$   ,

where $$E$$ is a random observational error and $$x$$ are design variables that can be set by the experimenter and are to be optimized.