Sequential sampling refers to a set of experimental design methods where the next sample point is determined by information from previous experiments. This paper introduces a new sequential sampling method where optimization and user knowledge are used to guide the efficient choice of sample points. This method combines information from multiple sources of varying fidelity including actual physical experiments, computer simulation models of the product, and first principles involved in design and designer’s qualitative intuition about the design. Both quantitative and qualitative information from different sources are merged together to arrive at a new sampling strategy. This is accomplished by introducing the concept of a confidence function C, which is represented as a field that is a function of the decision variables x and the performance parameter f. The advantages of the approach are demonstrated using different example cases. The examples include design of a bistable microelectro mechanical system switch, a complex and relevant mechanical system.

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