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D-vine copulas混合模型及其在故障检测中的应用
引用本文:郑文静,李绍军,蒋达.D-vine copulas混合模型及其在故障检测中的应用[J].化工学报,2017,68(7):2851-2858.
作者姓名:郑文静  李绍军  蒋达
作者单位:华东理工大学化工过程先进控制和优化技术教育部重点实验室, 上海 200237
基金项目:国家自然科学基金项目(21406064,21676086);上海市自然科学基金项目(14ZR1410500)。
摘    要:过程监控技术是保证现代流程工业安全平稳运行及产品质量的有效手段。传统的过程监控方法大多采用维度约简方法提取数据特征,且要求过程数据必须服从高斯分布、线性等限制条件,对复杂工况条件下发生的故障难以取得较好的检测效果。因此,提出了混合D-vine copulas故障诊断模型,在不降维的情况下直接刻画数据中存在的复杂相关关系,构建过程变量的统计模型实现对存在非线性与非高斯性过程的精确描述。通过EM算法和伪极大似然估计优化混合模型参数,然后结合高密度区域(HDR)与密度分位数法等理论,构建广义贝叶斯概率(GBIP)指标实现对过程的实时监测。数值例子及在TE过程上的仿真结果说明了该混合模型的有效性及在故障检测中的良好性能。

关 键 词:过程监控  非线性非高斯  相关性分析  D-vine  copulas  
收稿时间:2016-11-28
修稿时间:2017-03-29

Mixture of D-vine copulas model and its application in fault detection
ZHENG Wenjing,LI Shaojun,JIANG Da.Mixture of D-vine copulas model and its application in fault detection[J].Journal of Chemical Industry and Engineering(China),2017,68(7):2851-2858.
Authors:ZHENG Wenjing  LI Shaojun  JIANG Da
Affiliation:Key Laboratory of Advanced Control and Optimization for Chemical Processes of Ministry of Education, East China University of Science and Technology, Shanghai 200237, China
Abstract:Process monitoring technology is an effective means to guarantee operation safety and product quality of modern industrial processes. Most of traditional process monitoring methods extract data features by dimensionality reduction and require process data obeying Gaussian distribution, linearity and other conditions. Therefore, traditional methods cannot obtain preferable detection results for faults occurred under complex operating conditions. A mixture of D-vine copulas model was proposed for fault detection. First, complex correlation among process variables were directly extracted without dimensionality reduction and a statistical model of process variables was established to accurately describing nonlinear and non-Gaussian processes. Then, model parameters were optimized by expectation maximization (EM) algorithm and maximum pseudo-likelihood estimation. Finally, a generalized Bayesian inference-based probability (GBIP) index was constructed for real-time monitoring by optimized model parameters as well as theories of the highest density region (HDR) and density quantile. Application of the proposed mixture model to a numerical example and the Tennessee Eastman (TE) benchmark process illustrated effectiveness and performance in fault detection.
Keywords:process monitoring  nonlinear and non-Gaussian  dependence analysis  D-vine copulas  
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