Monitoring process transitions by Kalman filtering and time-series segmentation

Balazs Feil, Janos Abonyi, Sandor Nemeth, Peter Arva

Research output: Contribution to journalArticle

10 Citations (Scopus)

Abstract

The analysis of historical process data of technological systems plays important role in process monitoring, modelling and control. Time-series segmentation algorithms are often used to detect homogenous periods of operation-based on input-output process data. However, historical process data alone may not be sufficient for the monitoring of complex processes. This paper incorporates the first-principle model of the process into the segmentation algorithm. The key idea is to use a model-based non-linear state-estimation algorithm to detect the changes in the correlation among the state-variables. The homogeneity of the time-series segments is measured using a PCA similarity factor calculated from the covariance matrices given by the state-estimation algorithm. The whole approach is applied to the monitoring of an industrial high-density polyethylene plant.

Original languageEnglish
Pages (from-to)1423-1431
Number of pages9
JournalComputers and Chemical Engineering
Volume29
Issue number6 SPEC. ISS.
DOIs
Publication statusPublished - May 15 2005

    Fingerprint

Keywords

  • Non-linear state-estimation
  • Polyethylene production
  • Process monitoring
  • Time-series segmentation

ASJC Scopus subject areas

  • Chemical Engineering(all)
  • Computer Science Applications

Cite this